I have a head, I make sound, but no face. What am I?

When thunder speaks, I lose my nerve, I blink and stutter, as if unsure. Not out, not on, a pulse obscure, I warn you that your electricity may not endure.

A heavy hand makes me thick, steady. On-screen, turn me on and I'm ready To be the type of face that lures any gaze. My body allures in its own ways, but for you I'll cross lines, overstep, and bend. I stand out, but I'm too popular to offend.

A favorite material for gear in the cold, wash me once, and I look quite old. Described as comfy, cozy, and relatively cheap, I’m shorn from the backs of fluffy sheep.

In night's embrace, thou dost ignite the dark, A beacon bright, casting shadows stark. With gentle glow, dost thou guide the way, A sun confined, 'til dawn's first ray.