We Have much to be thankful for and I do not mean the usual suspects that come to mind when we make such a comment.
Thanksgiving flows more naturally from me when I remember the context of my salvation. As our Lord Jesus said, "Or those eighteen on whom the tower in Siloam fell and killed them: do you think that they were worse offenders than all the others who lived in Jerusalem? No, I tell you; but unless you repent, you will all likewise perish.” (Luke 13:4–5)
Apart from the substitutionary atonement of our gracious savior we would all be facing the terror of hell.
The thanksgiving flows from the good news that we do not stand apart from grace but firmly in it! We are saved by the precious blood of Jesus who withstood the wrath of God for us... so that we could now enjoy God's favor and blessing both now and for all eternity!

Happy Thanksgiving!