The greatest mistake that we make with our thankfulness is that we are often not specific enough. (This is actually true in a lot of areas of our faith, but it is especially true in thankfulness.) We think it sufficient to be thankful for "God," as though this is the key to all things, but this is actually a fatal mistake. We should never be thankful for "God."
The reason this is such a devastating mistake is that this general, vague thankfulness for the mere existence of a God whose character is not reflected in such a statement does not change our perspective on our present circumstances. Thus, we are left with a mess of a life, a depth of pain, a heart of confusion and anger, and this "God" who doesn't really seem to care much about it, but for whom we must still be thankful because He told us to be.
When we let ourselves think this way, we set God up to fail us, and He doesn't disappoint. Except, of course, that it's not Him at all. We have not said anything about Him at all.
Think about it. How many times have you been thankful for "God" and nothing changes? Nothing changes because you haven't nailed down who God is or what He's doing or even His very presence with you at this moment. He's God, you're not, life still sucks, and what, exactly, is the point?
The point is that we must be specific in our thankfulness.
So, for example, when we find that our paycheck goes just far enough to cover the bills, we don't say, "Gee, thanks, God. That was nice of You." Rather, we rejoice in thankfulness for God's provision, which was enough even when it still feels scarce to us. The truth is that we had enough when we weren't sure that we would, and the sole reason for that is that God is a provider. So thank God for His provision, and all of a sudden, you don't just have a "God" - you have a "God who provides." It spins your focus around and shifts your perspective to start somewhere new.
Or when we pray after eating what we know is enough food - good, nutritious food. We don't thank God that we can eat food or that He is God. That doesn't hit at the heart of what's threatening to throw us at that moment. Rather, we thank God that He satisfies us. After all, isn't that what good, nutritious food does? It satisfies. And if we need a little reminder of that, we need nothing more than to be thankful for a God who also satisfies us. Now, you're full. Because you have more than just a "God" - you have a "God who satisfies." It moves all the pieces around and gives you a new way to look at it, filling up the rest of what seems like emptiness with a God who is anything but.
Or when we face a life that feels like it's going to be cut short, that's falling far short of what we always imagined the fullness of it to be. We don't thank God that He's smarter and wiser than us and knows what He's doing; that's defeatist. It resigns us to a fate we don't understand, to the whims of a God who does whatever He wants with us, no matter what it means. It's hard to love a God like that. But rather, we thank God for the fullness of life that He's already provided, for the strength and the fun and the memories and the goodness of the life we've already lived, regardless of what comes next. In this kind of specific thankfulness, you don't have just a "God" who so easily becomes a God of death, but you have a "God of life, of fullness." Again, it gives you a new way of seeing, new eyes for your situation.
Most of us think we're just supposed to be thankful for "God" all the time, that the ultimate act of faith is to be okay without the specifics, to thank Him without understanding Him. That's not at all what God wants, and it's not at all what He requires. God doesn't want you to be thankful for Him. Ever.
He wants you to be thankful for the specifics of Him - for His character and His heart as He reveals it. He wants you to be paying enough attention to your own life that you know the specifics of what He's doing in it. Because a generic, vague, unknowing thankfulness for "God" does nothing but set you up for disappointment and disengagement. It doesn't reveal God, doesn't draw close to Him; it can't. All it can do is put Him higher and higher in the heavens and you lower and lower in the muck.
Be specific in your thankfulness, for it is in the details where God is revealed. It is in the nitty-gritty where His heart shines. It is here where you know how deeply He loves you and how active He is in your very real life, which doesn't change just because you're thankful for what He's doing in it, but this kind of thankfulness makes all the difference nonetheless. It gives you new eyes to see Him, which lets you live life not in the valley of the shadow but in the shadow of His wings.
And that, too, is something to be thankful for.