Actually, Tie Dan wasn't very surprised. After all, he could also call himself a disciple of the Thunder Ancestor.
Broadly speaking, the entire Mystic Sect, all the Qi Refiners under heaven, could be considered disciples of the Thunder Ancestor.
The reason is simple, although everyone worships Xuan Nu day and night, Xuan Nu herself doesn't engage in Qi Refining, nor does she teach it.
Indeed, what Xuan Nu passed on wasn't the path of Qi Refining, it was the Heavenly Book.
And strictly speaking, Xuan Nu doesn't have any direct disciples. She only personally taught a monkey; everyone else merely learned by observing...
The Qi Refining Skill that people cultivate today, building the Dao Foundation, forming the Dragon and Tiger, swallowing the Golden Core, giving birth to a Nascent Soul, transforming into a True God, realizing one's own Dao.
If traced back, returning to the original state, all derive from Thunder Ancestor's annotations on the Heavenly Book.
