"No, nobody hurt me." She could have very well died if the lightning had hit her, but there hadn't been anyone there to attack her. Nature had been the culprit, no matter how entirely unlikely lightning was in January. Ori just stood there as he looked her over. She was pretty sure there wasn't anything physically wrong with her. If there was, she hadn't felt anything. Maybe it was shock? Or just being so numb from the cold.
Emotional well-being was obviously a different story. Even if she was safely inside the walls of her house, there was no doubting that she was still panicked and still royally freaked out. Who wouldn't be after almost getting struck by lightning?! It had been hard enough to get herself even minimally calmed down, and having her brother freaking out wasn't going to help any. Gideon was asking what had happened and she still really wasn't sure if there was a way to phrase it delicately. So obviously, just coming out and saying it was probably the best way.
"...I almost got struck by lightning on the way home," she said. Simply. Plainly. And she was more than well aware that she might get called crazy just for saying it.