Where does the saying "There but for the grace of God go I"?

It is not from the Bible, per se, but it embraces the principles of God's word.

"May the grace of the Lord Jesus Christ, and the love of God, and the fellowship of the Holy Spirit be with you all." (2 Corinthians 13:14)

Paul opens his letters with this greeting, "Grace and peace to you from God our Father and the Lord Jesus Christ." (1 Corinthians 1:3)

And it is considered a paraphrase of 1 Corinthians 15:9–10, "For I am the least of the apostles and do not even deserve to be called an apostle, because I persecuted the church of God. But by the grace of God I am what I am, and his grace to me was not without effect. No, I worked harder than all of them—yet not I, but the grace of God that was with me."

The quote is attributed to John Bradford (1510 - 1555), who said, "There but for the grace of God, goes John Bradford", in reference to a group of prisoners being led to execution.

Where does it what?

AA

Unknown, though John Bradford is often credited as delivering the earliest form (not identical to the modern form)

https://quoteinvestigator.com/2014/07/06/grace/

Use Youtube search. Keith Urban might come up.

It means the misfortune could happen to anyone.

come from? From the sorrow of seeing someone struggling with some set back or illness and the realization that the same could happen to you as well.

Means a step toward releasing faith.