1 Chronicles 16:34-36

O give thanks unto the LORD; for he is good; for his mercy endureth for ever. And say ye, Save us, O God of our salvation, and gather us together, and deliver us from the heathen, that we may give thanks to thy holy name, and glory in thy praise. Blessed be the LORD God of Israel for ever and ever. And all the people said, Amen, and praised the LORD.

We should be thankful for everything in our lives, but must important we should be thankful for our salvation. Only through Christ can we attain true salvation. To show our thanks we need to praise God and worship him. This means that we must follow his commandments and live in a way that honors him.