Sounds like a very moving experience!
Often one will encounter some sort of trial-- a test of sorts. To retract in some sense feeds the very moment you wished to overcome. I would suggest facing it, uttering a mantra, or projecting warmth.
The question is really how hard can you scare yourself...
And in regards to the thankfulness-- that is utterly natural. It has just forced you to re-assess, to breathe in fresh air untainted by your dogmatic schemes which were so firmly in place. One must always be grateful for another breath; it just reminds us. Or rather: we remind ourselves.
The will to power is not a being, not a becoming, but a pathos --the most elemental fact from which a becoming and effecting first emerge--
—Nietzsche § 635.