First, as others have said, if you get hit by lightning or have any sort of severe electrical shock, so see a doctor and be checked out. The reasoning here is that any of the current that passes through you will create internal burns, resulting any number of issues.
The second thing is that often these voltages travel on the surface of a conductor (called the skin effect) rather than through the middle so if you don't have a hole in your skin with a burn mark around it (that is what you are looking for in step one above) you might dodge serious damage.
A friend of mine in high school was hit by lightning why riding his motorcycle off road around Las Vegas (back when it was easier to do that :-) and was fine except for two pretty bad burns, one where his belt buckle was (apparently it got red hot) and on his feet where the metal in his riding boots was similarly heated up.
The second thing is that often these voltages travel on the surface of a conductor (called the skin effect) rather than through the middle so if you don't have a hole in your skin with a burn mark around it (that is what you are looking for in step one above) you might dodge serious damage.
A friend of mine in high school was hit by lightning why riding his motorcycle off road around Las Vegas (back when it was easier to do that :-) and was fine except for two pretty bad burns, one where his belt buckle was (apparently it got red hot) and on his feet where the metal in his riding boots was similarly heated up.