What is a thundersnow ?

We're gonna be getting one this weekend my girlfriend is kind of scared she's never heard of one. I don't think i ever heard of one either. She read about it it said it had some kind of cyclone with it to her it sounds like a tornado which scares her. Luckily we're more south into the state so hopefully it won't effect us much. What the hell is a thundersnow ? How can I make my girlfriend feel safe through one ?