I find it interesting people "thank God" for when something great happens to them

No. There is nothing "special" to any person, God doesn't do "special". There just are people who live their lives more conscious of the fact that God exists and are with them every moment of their lives and they see the hand of God at work in their daily lives. They are more aware of who they really are (wicked, sinful, totally dependent) and so praise God and give Him honor whether things go well or not. For example: They will thank God just for waking up in the morning and not dying in their sleep, they will thank God for food on their tables and even thank Him just for Who He is. It is called they have a spirit of humbleness, thankfulness and respect, and are not ashamed to witness or give glory to Him publicly. It's not bragging, it's proclaiming God as God.