Our ability as a Christian to render a spirit of thankfulness during difficult times lets us in on a very important truth, which is this: God is always on top of every situation. It is easy to sink into despair when we forget that there is nothing on this earth that is greater than God. Not disease, not government, not even death itself is more powerful than our Creator, Savior, and Sustainer.
1 Thessalonians 5:18 compels us to "give thanks" in all situations. Notice that Paul did not say be thankful all situations, but rather to be thankful all situations. Then he goes on to let us know that it is God's will for us, as followers of Christ Jesus. God does not want to see us sinking into despair, and why would we want to sink when we can instead be lifted up by thankfulness to and in God.
Remember the ‘old’ hymn “The Solid Rock”? The chorus says, "On Christ the solid rock I stand all other ground is sinking sand." It is Jesus Christ who lifts us, who raises us up, who delivers us, and who sustains us!