All that gratitude has to go somewhere.
When I was a kid, I couldn't understand why I should thank God for the green beans I was eating for dinner (any dinner, not just Thanksgiving). My dad would thank God for what we were about to eat, whatever it was, and I would look at the creamed corn, for instance, and I'd think it came from that can right there in the trash. I had a hard time looking beyond the can. Since then—and it's funny he'd touch on this—he taught me about farmers and packing plants and the workers of the harvest (see also Matthew 9:38) and everything that goes into getting that food from the farm, to my plate and into my tummy so I could go out and play.
Gratitude is the natural order of things. Whenever we partake of a harvest, somewhere deep down inside of us as humans, a wordless, yet tangible emotion wells up and we feel the need to pay homage to whomever, whatever had blessed us with the bounty that more than fills our needs. One thing my dad would also remark on occasionally is how, if you were to go around the neighborhood and collect the residual milk that is leftover from every "empty" milk carton in every fridge in our neighborhood, you probably would have enough for another glass of milk. Here's the truth: "Great is the Lord, and greatly to be praised; and His greatness is unsearchable." (Psalm 145:3) God's bounty is overflowing. We partake of what we're able and then go out to play. Gratitude to God is one of the few things (along with love, worship and praise) that we can offer in our limited human capacity. Rest assured, it's sweet music to God's ears. And as God always wants to give us more, I want to be sure and thank Him for what He's already given to me so that I might keep those previous gifts fresh and new through thanksgiving.
Try this on: you can even thank Him for no reason at all: "In everything give thanks, for this is the will of God in Christ Jesus concerning you." This is in all things nor for all things.