It's hard to feel fully live when life is full of hurt. But the giving of thanks is to be in all things. The loss of a loved one, a child, really? Give thanks? He's not asking you to give thanks for the death of your loved one, your marriage, your job, your home, whatever your loss. He's reminding you that in your pain and loss and grief, to give thanks for He is with you. He paid the price and redeemed you through His brokenness and shed blood. He brings hope and His healing grace to your brokenness.
Choose to give thanks continually. Remember His sacrifice for you and you will fully live.