Although Crazy Horse probably never actually said it:
It is likely neither Low Dog nor Crazy Horse ever said, "Today is a good day to die," which is the English bastardization of a common Sioux battle-cry, "Nake nula wauŋ welo!" ("nake nula waun"). This phrase means, "I am ready for whatever comes." It was meant to show the warriors were not afraid of the battle or dying in it.
Anyway, I figure some human translator chose to use that familiar phrase as the equivalent for the similar concept expressed by Kahless. It seems to me the most literal reading of Heghlu'meH QaQ jajvam
is "This day is good for someone to die."
In the case of Khan's "Klingon proverb," I won't believe it's actually a Klingon proverb unless I hear it from a Klingon source. A madman's ravings are hardly a reliable reference.
Then, of course, there are Ferengi sayings and Rules of Acquisition, many of which are appropriated human aphorisms, like "Keep your ears open," "A deal is a deal," and "No good deed ever goes unpunished." But in the Ferengi's case, a little appropriation is only to be expected...