The Old Testament references to God’s rescue and our gratitude are found in Psalm 116 and similar expressions.
New Testament instances of such experiences are found in instances such as Mark 1:40-45, and 2:1-12; Luke 7:11-17 and 8:40-56, and John 11:17-47.
Paul’s own testimony is found in Galatians 1:11-24.
Voicing our thankfulness is the theme of this songs and the theme of Heidelberg Catechism, Lord’s Day 1, Question and Answer 2, which professes that God’s children can “live and die in the joy of this comfort,” when we know our sin and misery, know how we are set free in Christ, and especially know “how I am to thank God for such deliverance.”
Similarly, Heidelberg Catechism, Lord’s Day 32, Question and Answer 86 leads us to confess that our whole lives will “show that we are thankful to God for his benefits.”
This spirit is reinforced by Our World Belongs to God, paragraph 6 with its personal profession, “We rejoice in the goodness of God...”