Be grateful for good fortune, as in
I thank my lucky stars that I wasn't on that plane that crashed. This phrase, which reflects the ancient belief in the influence of stars over human destinies, appeared in slightly different form in Ben Jonson's play
Every Man Out of His Humour (1599): "I thank my Stars for it." The exact locution dates from the 1800s and is more a general expression of relief than of belief in the stars' protection. Also see
thank god.