The lightning bolt is for the Electronic Throttle Control according to the user book.
The book reckons that if it comes on solid you are able to keep driving until you can pull over, then cycle the ign key and it should go off. If it comes back on then you can still drive with no real probs but you should g and see a dealer when you can. If the lightning bolt flashes then it's probably a bad thing and you'll see reduced performance, rough idle and even stalling so go see a dealer sooner rather than later. The book then goes on to say if you brake and accelerate like senatorjohn was saying, then the lightning bolt will come on cause it thinks there is a stuck accelerator pedal for some reason, if you continue to drive like that then power will be reduced but it should come back to normal and the light go off when you next start the car.
I agree with Glend and bobtrudi that it's likely to be a charging problem/flat(ish) battery because the other lights came on. Never seen it in the KJ personally but have in other cars so makes sense to me