Of course not! Why would I thank God for the trouble? For the mistakes that got my son on his way to jail. The lost job that has led to financial problems. The lost loved one. The deserted friend. The leaking roof and the broken down car. Why would I?
An old friend of mine liked to say what doesn't kill you makes you stronger. That's not quite right. Its your reaction to the pain that makes the difference. I love the idea of working out, but the second day when I roll out of bed and my legs don't want to work because they are so sore, and all I want to do is stay in bed- here is where your choice lies, press through the pain or give up and maybe grow bitter. I have to say I am very guilty of the latter.
When life gets rough, all it means is God's at work, and He is going to do something big. You just have to trust Him. So... have you thanked Him in all of this?