Some dogs are naturally skittish, while others develop skittishness as a response to lack of socialization. One thing that many skittish dogs have in common is barking incessantly, at everything and nothing. Dogs who are skittish often bark out of nerves or to warn away dangers, either real or imagined. Working with your dog to put a stop to his skittishness and barking requires patience and dedicated work; this is not a behavior he will get over on his own.
Crate train your dog so he has a spot he feels safe. While your dog may not care for the crate initially, if you take your time and introduce him to it slowly, he will gradually come to accept the crate. He then has a spot he can retreat to on his own if he feels threatened, or where you can put him if you are having strangers over.
Use commercially available pheromones to help calm your dog's nerves. These products release a scent that dogs find calming. Don't worry about the smell; humans don't pick up on the scent of the pheromones.
Socialize your dog. It is never too late to get your dog used to other dogs and people. Don't overwhelm him by taking him to a busy park or turning him loose in a dog park, however. Instead, take him for walks around the neighborhood at times you know it will be quiet and sit on the porch with him of the evenings, so he can watch the world go by. As he gains confidence, you can challenge him by spending time in more congested areas, but take your time -- it's better to move too slow than too fast.
Obedience train your skittish dog. Working together will enhance bonding and increase your dog's confidence level.
Remain calm yourself. If you commonly get anxious, pace during thunderstorms, get overly animated talking on the phone or overreact when greeting your dog or leaving him, he may pick up on your behavior and develop anxiety.
Remain non-emotional when your dog gets upset. If you are out walking your dog and he starts barking and pulling backward on the leash, your impulse may be to scoop him up or lean over and reassure him. Both of these gestures reinforce his idea that there is something to be concerned about. You also don't want to punish him, as this will only make him more anxious. Redirect him by making a U-turn and heading in the opposite direction, without making any comment. If he is cowering under the bed during a storm, get out a toy and play ball or tug-of-war, get a comb out and groom him or do something else that will distract him.
Talk to your vet about sedatives. He may provide you with a low-dose medication you can give your pet before traveling, thunderstorms or other activities that stress him out.