Ukko is the Finnish god of the sky, thunder, weather and harvest. He was often considered to be the most important and mightiest god. He is also often called Ukko ylijumala (Ukko the Overgod). This might either refer to him living in the heavens, or him being the most highly regarded god.
Lightning was thought to be Ukko's expression of anger, and rain was him being kind to people. Ukko also had weapons, one of them being Ukonvasara, a hammer that he could make lightnings with.