"What a relief" is a common expression of comfort, often used when a stressful situation has been resolved or avoided.
You can use this phrase when you've been worrying about something and you finally get good news or find out that everything is okay. For example, if you've been waiting for the results of a medical test and they come back negative, you might say "What a relief!"
You can also use it when you've been working hard on a project or task and it's finally finished. For example, after completing a big presentation at work, you might say "What a relief to be done!"
It's also appropriate to use when you've been experiencing physical discomfort and it finally goes away. For example, if you've had a headache all day and it finally disappears, you might say "What a relief!"
Overall, this phrase is a versatile way to express a feeling of comfort and satisfaction after something stressful or challenging has been resolved.