First of all, Jesus was fully human as well as fully God at the same time, so for Him, dying was just as bad as it would be for you. an example where we can see that he was human as well as God because before he was taken away to be killed, he prayed to God and asked Him that i there was any other way, that he could take that instead of dying, but there was no other way.
He loved every one, no mater how bad they were/are, so much that he was willing to be very painfully killed on the cross for our sins. Jesus was also publicly humiliated and mistreated and falsely accused. (the process of dying on the cross is extremely cruel and painful, it can sometimes take hours to die. This is why the guard stuck a spear in Jesus' side, cos this is what they did to see if some one was dead or not.) Would u be willing to do that for your people? I dont think so.
Secondly, we are not grateful that he died, but the fact that he died AND was resurrected. He came back to life, he defeated death. Have u ever heard of a person doing that?