Thanksgiving is time to stop and remember all the good things in life. The idea of giving "thanks" demands that there is someone from whom these goods things have come. You can't thank anyone for the good if they didn't give it to you. As a Christian, I believe all good things come from God's grace. And God's grace falls on both the righteous and unrighteous. So, as we think upon the things for which we are thankful, let us remember who to thank.
I find a few words from St. Augustine helpful here:
"If the things of this world delight you, praise God for them but turn your love away from them and give it to their Maker, so that in the things that please you you may not displease him."
"The good things which you love are all from God, but they are good and sweet only as long as they are used to do his will. They will rightly turn bitter if God is spurned and the things that come from him are wrongly loved."
(Confessions, book IV, chapter 12)
"Praise God from whom all blessings flow!"