Thankfulness is a state of mind, not that far from confession. In both, we are looking back analytically, but there are several ways we do this. For example, we can look at the Pharisee in Jesus's parable of the Pharisee and the tax collector (Luke 18:9-14). The Pharisee was thanking God for his success in life, which he saw as his just due for his own goodness, fueled by pride in his own efforts.
We see no appreciation for God's having had any part in this. He comes across as one of those who can be generous on his own terms, assuming that he knows best what everybody, God included, ought to want. We remember the Old Testament prophets who told the people that what God really wants is not the rituals and lip service that people actually offer in place of humility and justice. He's definitely at the point of "I'm OK and you're Not."
On the other hand, the tax collector is Not OK. He has the advantage, however, of knowing it. When he looks at his life he knows that it is not right, and he knows that he cannot fix it himself. This is what I've come to realize is the core of Jesus' message. It's not hard to find out what's OK. What's hard is admitting that we cannot do it on our own. The world is literally full of folks who think they're OK, that whatever they want to do is OK. Some of them think that their "feelings" are the guide; if it "feels right" they're good with it. Some of them think that as long as they define the rules and subordinate everything to their interpretation of that, they're OK and anyone who is not on their track is doomed. Sometimes they are just waiting for God to zap everyone and see the bad stuff that happens to people as God's judgment. We've all heard "God's gonna get you for that!" as if God is just waiting for us to slip off the rails. Sometimes they will go a step beyond it and supply the doom, and expect God to reward them for having picked up this ball and run with it.
To get back to the tax collector, Jesus sees him not only recognizing that he's fallen short of God's mark, but that what is OK is to ask for mercy. This is what God is waiting for--He can't fix us if we don't admit we're broken. This is what sends us home right with God. And this is what we should be thanking God for--the blessings that we don't deserve, the times He picks us up when we fall, the times that He pulls us out of the quicksand. We don't even know all the times that He goes before us. He does allow things to happen that we don't like, but my experience is that we do get help--but not usually what we expect or want, but what is the correct piece for the puzzle we're in. The best people to share Thanksgiving with are those who have seen God work in their lives, who can appreciate where God has taken us so far, and look forward to what He has next.