This is a very interesting idea! Bald Bear already mentioned the gist of the idea I'll give here, but maybe I can flesh out the details a little more. There is a significant charge differential between the clouds and the ground. Essentially, the air between becomes a sort of capacitor separating the charges, and when the charge becomes high enough to arc, we get lightning and a lot of that energy is released.
I'm not sure you would want to rely on something as passive as balloons, but you could have a long conductor which provides a pathway to bridge the gap between the charges. You could trail one side of this capacitor on the ground or anywhere with a relatively lower charge. The other end would be a sort of probe - you could have this side carried by another balloon and guided to the nearest cloud. Hopefully the charge would increase slowly enough that you won't burn out your conductor, but you should have a useable source of energy if it can be done correctly. You can store the energy in your own capacitors until it's either used or stored in a more long-term way like with batteries.