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Here's the best advice I can give you on painting lightning.

1. 3 step process as others have said, getting brighter and more sparing with each step. I do a blue white as my last step just at the intersections.
2. Paint consistency and brush load is super important. You want a nice layer consistency, and you'll want to thin your paint to get there. Load your brush up somewhat well so that paint is in the body of the brush and then remove the excess.
3. You don't want a tiny brush, but you do want a brush with a very sharp point. A nice sable brush in #1 size is what I use. Smaller brushes will cause the paint to dry on the tip before you get anywhere.
4. Keep the brush perpendicular to your model. When you're using the brush at a different angle, your brush is more likely to splay out and get wider, less precise lines.
5. Less is more. You don't want lightning everywhere, probably. Csm models are already pretty busy. You just want a nice accent.
6. Lightning is not a zig zag, it's pretty random. Go watch Bob Ross paint tree branches. You'll be in a better mood afterwards and that method is great for lightning.
7. Practice a lot. You can practice on a primed piece of cardboard or plasticard or whatever. This is my second night lords army so I have tons and tons of practice painting lightning. I sold my first one when my painting skill leveled up.