(Oh~) That’s (such) a relief.
That is (so) relieving. (It is, This is ~)
비가 안와서 다행이야. I’m glad it’s not raining.
너가 여기 있어서 다행이야. I’m glad you’re here. I’m glad you’re with me.
도움이 되셨다니 다행이에요. I’m glad I can help.
지갑을 챙겨서 다행이야. I’m glad I’m brought my wallet with me.
너가 그걸 말하길 잘했다. It’s a good thing that you mentioned that.
내가 그거에 대해서 뭐라고 하길 잘했네. It’s a good thing I said something about that.
그걸 미리 확인해보길 잘했다. It’s a good thing I checked first.