Which is correct?
Certainly that was a good thing.
or,
Certainly, that was a good thing.
"Was that a good thing or a bad thing?"
"Certainly, that was a good thing."
but
"Was this or that (or both) a good thing?"
Certainly that was a good thing.
For the given example, I'd go with the first (comma-less) option almost always.
Certainly that was a good thing.
I can't actually think of a time I'd use the comma.