As someone who nearly became a Lutheran Pastor, I can answer that. (Yes, now I'm obsessed with crux too)
Christians look at the death and resurrection of Jesus as the ultimate good thing that was done for humans. We believe that sin separated us from God forever, and that since Jesus' death (and subsequent resurrection) was the thing that reconciled us to God, it is a good thing. Originally (before there were after-thanksgiving sales), the day was referred to as "Black Friday." Somewhere around the 8th century, the Christian church began calling it "Good Friday" because it was a "good" thing for humankind.
Here endeth the history lesson for today.