To thud is to make the loud sound of something heavy hitting or falling. Tip your chair too far back and your body may thud against the floor.
Throw an egg off a balcony onto the pavement below, and it will splat, but throw a heavy dumbbell off the same balcony and it will thud — you can call the sound it makes a thud as well. The verb originally meant "to strike, stab, or thrust," from the Old English imitative word þyddan, and the noun was used to mean "blast of wind" in the early sixteenth century.