Mondo disclaimer: I believe intensely in the power of Gratitude (note: capital G). If I were to have a religion (that's never going to happen, but if it did), it would be Gratitude. Practice gratitude -- really practice it, and it will exalt you from the shit of despair to life-sustaining bliss.
But contrary to a lot of new age lit theory, gratitude is not always the best immediate response to what life throws at you.
As enlightened as it may sound, "finding the gift in the pain" isn't the first priority when you're actually in pain. Our suffering does NOT want to be denied or avoided, or glossed over with thankfulness. It wants our attention. When we paint over pain with premature or unexamined gratitude, we're actually delaying our healing. We're denying a critical part of our experience -- the actual suffering, in which there is incredible power and agency.
Are you grateful that you got ripped off? Or that s/he cheated on you? That you missed your flight, were utterly disrespected and/or neglected, got humiliated, had your bike stolen, grew a tumour, lost the love, were harmed, failed the test?
Wait, don't answer that yet. 1-800-New-Age-Justified-Feedback called and they said that some affirmations of gratitude will make it alllll better. That everything happens for a reason, that anger is a toxic emotion, that all is well in the universe. (All these things are true, by the way, but they're only part of the truth.)
When all is NOT well in your part of the universe, THERE -- where the wound happened. Don't make the pain pretty with the theory of gratitude; be hurt, be pissed, be furious, be weak. Be where it's ugly and uncomfortable -- without adding sweetener to it. Spare yourself the karmic explanations, the family of origin connections, the "it's all good" bullshit.
You with me? Where it hurts? Great. You may only need to be there for three seconds. Or an afternoon. (Too much time there will turn to poison, but you'll decide for yourself when you're done with the suffering. I pray you keep it brief as you can.)