He only has to think for a moment. He's heard Hiccup say 'thank the gods' enough, although that does say something about the situations they find themselves in. Though they've weathered each and every one, the dragon doesn't know what 'gods' have to do with it.

Yeah, Toothless affirms, in a confused way. Um... Someone named Odin. And Thor.

Maybe they're very lucky friends Hiccup used to have.