>> Speaking of correct spelling ...
>> God is spelled with a capital "G".

... Archie. It depends on the usage -- see:

http://www.merriam-webster.com/dictionary/god

Note in particular the "main entry" (not capitalized).

And see this article for a good discussion of when/why the word should be capitalized (or not):

http://atheism.about.com/od/doesgodexist/a/capitalization.htm

Essentially, God (capital) is necessary (or even appropriate) only when used to refer to the personal name of the Christian God (which otherwise is not generally called by name, though, as the article notes, some people do use the names Yahweh or Jehovah).

Most people in this country use the capitalized "Thank God" because most people in this country are Christians. There is no way of knowing with certainty from Peter's post whether he is referring to the Christian God or some other god or perhaps not really invoking any diety at all, though his use of lower case does suggest that he was not referring to the Christian version (and that capitalization is therefore not necessary).