Psalm 50:14 Offer unto God thanksgiving; and pay thy vows unto the most High:
First and foremost we should be thankful to God for all that He does and is doing for us. Christians particularly should offer thanks to God continually for His saving grace and mercy, and for the many blessings He showers upon His children on a daily basis.
Philipians 4:6 Be careful for nothing; but in every thing by prayer and supplication with thanksgiving let your requests be made known unto God.
We should be thankful that we have a God that we can communicate with and He will answer our prayers in the way that He knows is best.
1 Timothy 1:12 And I thank Christ Jesus our Lord, who hath enabled me, for that he counted me faithful, putting me into the ministry;
We should be thankful, as Christians for the price our Lord Jesus Christ paid for us.
1 Thessalonians 5:18 In every thing give thanks: for this is the will of God in Christ Jesus concerning you.
Be thankful for everything, whether good in our understanding or not. God is in control of all things and He will take care of us.