If it is just one thump it may be a set of heavy duty relays that close when power is transferred from coach to shore power or visa versa. Someone with the same coach and inverter should be able to tell you if it is a normal occurrence. These relays should "thump" once and close and not chatter. The main transfer relays usually reside in a Grey box mounted near the inverter but it would depend on the coach. The year and model as Gerald indicated would be a big help as well as the brand and model of the inverter. Also conditions when you hear the thump, like when just plugging or unplugging the power cord, or just random times for example.
Later Ed