"Good grief Charlie Brown!" Although it's never really crossed my mind, it's thought that this familiar English idiom, "good grief", might be carried over from an attempt to censor the mild oath "Good Lord!" or "Good God!".  We use it sometimes to express irritation or surprise and frustration.  

Regardless, "good grief" is an odd expression. We might ask, "What could be good about grief?" But according to Matthew 5:4 there is a good kind of grief that God looks on with favor - "Blessed are those who mourn for they shall be comforted".  So there is a kind of mourning that those in the kingdom of God feel and experience which those who are outside the kingdom do not.  We grieve over the things which grieve God.