No, we would not have severe thunderstorms over North America if the Gulf of Mexico were filled in with land because the Gulf of Mexico is a major source of moisture for the thunderstorms. The warm waters of the Gulf of Mexico provide the energy needed to fuel thunderstorms. Additionally, the Gulf of Mexico is a source of instability for the atmosphere, which is another important ingredient for thunderstorms. Without the Gulf of Mexico, there would be much less moisture and instability available for thunderstorms to form. As a result, severe thunderstorms would be much less common over North America.