What do we have to give thanks for? As St. Paul says, “What do you have that you did not receive?” The question is of course rhetorical. You have nothing that you did not receive; only the first cause could have something without receiving it from another.
This is related to the virtue of humility, which consists largely in the recognition that one is neither the first cause nor the ultimate end, together with the implications that follow from the fact that one is not these things. I might write something on this in detail at a later time.