This approach is, or shares philosophy with, many Buddhist philosophies of compassion, including compassion for oneself. You might enjoy reading some Jon Kabat-Zim or Pema Chodron. For me, what's been most helpful is to truly realize and have some understanding about how my negative life experiences and mental health symptoms have worked for me at different times in my life. I am now grateful for these experiences because I see how they brought me to the place I am now. I would not be who I am, nor have accomplished what I have, without having been through that.
So for me, the approach is not just "you should feel gratitude", but rather in doing the work necessary to understand how things have affected me, and realizing that those effects-- however dysfunctional, were normal and even expected at the time. But now I have the resources to make different choices. The flipside of gratitude, or the source of gratitude, is self understanding. The more I understand myself, the more compassion I have for myself, and the more gratitude I feel.