The people heard a thunderclap out of a blue sky.
I say "the people" and not "the faithful." The faithful were there in abundance, of course, especially as the crowds grew larger with each monthly apparition. The three children were simple shepherds with no formal education at all, but medical doctors and indeed doctors of philosophy were drawn to the phenomenon after word of it spread. (Portugal then was absorbed not only in World War I but also in a local power struggle between religious and secular political forces.)
Some even among the secular witnesses saw the "pretty lady in white;" some saw just a moving, oval light (characterized by others as the "vessel" that transported the Virgin to the spot above an oak tree from where she conversed with little Lucia); others saw nothing at all but were shaken nevertheless by the profound effect that the apparitions had on the kneeling throngs.