“Good Thing” by the Fine Young Cannibals features the unique chord progression D-F-Am-G. As a whole, this progression doesn’t fit into a major scale. There’s no key that has two major chords a minor third apart like D-F. But the roots of the chords fit nicely into a minor pentatonic scale. D-F-A-G are the first four notes of D minor pentatonic (D-F-G-A to be more specific). Play the guitar pentatonic patterns over the progression and you’ll hear that they fit well. Notice that the vocal melody focuses on these same scale pitches too.
Later in the song you hear key changes with the chords Em-A and F#m-B. You can think of these changes as ii-V in D and E.