"We always thank God, the Father of our Lord Jesus Christ, when we pray for you . . ."
Paul starts with thankfulness. Why?
Every one of us has a bunch of blessings and a bunch of adversities in life. Good and bad. Joys and sorrows. And every one of us at any given moment in the day is focusing on one or the other of these clumps of realities. We can be aware of both, but we can't simultaneously focus on both. One must always be in the mental foreground and one in the background. Ten seconds' notice of someone's countenance can usually tell you which is foregrounded for them at the moment.
Thankfulness is not false, painted smiles. It is not hollow words. It is not Pollyanna religion, pretending everything is better than it is. It is the gritty determination to focus on the blessings and not the adversities, even when, by the world's scale, the adversities far outweigh the blessings.
For those of us in Christ, it could be that just about every earthly reason to be thankful has been stripped away. But we are still in Christ. We still have the supreme blessing without which every earthly blessing is irrelevant and in comparison with which every earthly adversity pales.
Which is where Paul was at, most of the time. Destitute, beaten, forsaken, opposed. But he starts out Colossians, and most of his letters, thankful. Why? Because he had that one all-determinative thing, that one Friend. So he starts his letters thankful, before saying anything else. This is the tone-setter.