Having someone die doesnt mean ur mentally strong. Its just a passive experience. Thing has suffered loss. The loss of his family members growing up, especially his older brother. He had his heart broken when he came back from the secret wars to see Johnny with Alicia. His girlfriend on the beyonder's planet died on him too. Then Sharon Ventura turned on him and tried to kill him. Later on she attempted suicide and Grimm thought she was dead. Then Thing went on a suicide mission to kill Doom.
Grimm had Richards kill him so that Doom couldnt use his body to hurt Johnny...and then he actually died....so thats a good example of sacrifice.
And oh yea...GRIMM LOST HIS HUMANITY WHEN HE BECAME THE THING.
I dont see how u could try to say the Thing doesnt have it harder than a primadonna like cyclops.
Anyway, mental toughness is when Thing comes back from near death and still brings it against his opponents. Cyclops isnt half as tough as the Thing, he's a fairy.