The answer is, yes, in EVERYTHING give thanks, for this is the will of God in Christ Jesus concerning you!
This verse follows right after Paul's previous commandment to pray without ceasing.
We may very well be giving thanks for the things that we have fervently prayed to God to deliver us from! Those two positions are in nowise contrary to each other.
In Corrie Ten Boom's book, she describes her younger sister Betsy exhorting her to give thanks to God for the fleas that infested their barracks in the Nazi concentration camp. Corrie grudgingly conceded that God's Word did command them to give thanks for the fleas. Later, they found out that the prison guards wouldn't enter the barracks because of the fleas, which meant that they could pray and carry on Bible studies and teach the Gospel to their miserable fellow captives. God had a good purpose in giving them fleas, to protect against the cruel godless prison guards, and to promote His Word among the prisoners.
No doubt it is God's will that we give thanks in everything, and yet we should also give thanks because whatever God has brought our way, even the bad things, are according to His Will for us, and ultimately are for our good.
We ought to be thankful because whatever befalls us is the will of God!
Consider the things that Jesus was thankful for.
He often gave thanks for the food. When He fed the five thousand in the wilderness with five loaves and two fishes, He gave thanks to His Father.
Think of it: the very One Who created all things, nevertheless gave thanks for the food!
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John Pittman Hey was born in 1961 in Jackson, Mississippi, to Godly parents who from the beginning raised him in the nurture and admonition of the Lord. With child-like faith he came to Christ on his fourth birthday at his mother's knee. He received his education at church...