Some of us have an annual day of thankfulness, but this isn't nearly what God had in mind for us. Initially it may seem strange to make time to give thanks in all circumstances - it seems impossible. There must be exceptions for when I can't get a good nights sleep? When I feel sick? What about when my children are sick, or I got fired from my job? But I can thank God in every circumstance because God is in control. He can turn things around. He can bring good out of the worst circumstance. God is still with me, still loving me, still saving me. There is always a hundred things to be thankful for even in the worst of circumstances. "Give thanks in all circumstances; for this is God’s will for you in Christ Jesus." (1Thes 5:18).
A favorite verse of mine is: "Do not be anxious about anything, but in every situation, by prayer and petition, with thanksgiving, present your requests to God." from Phil 4:6. I have a tendency towards being anxious about a large number of things, so I remind myself of this verse daily. I think one of the keys to unlocking a way out of anxiety is to include thanksgiving in my prayers and routinely in my daily life.
Give thanks to the Lord.
One way I have found to have a more structured time of thankfulness is to keep a journal where I would write down the thing during the day that I was most thankful for. Often I write far more than one thing. I find this is a lovely way to end my day. Now, as I look back in this journal, I see the hand of God, blessing me and loving me each day of my life. Its a great way to fall asleep and also a way to track beautiful moments and memories.