Being thankful implies there is someone or something to be thankful to--as in a higher power, a supernatural being. And when people begin to think in that manner, it implies that that hypothetical being has been especially favorable to them by providing these things, perhaps to them rather than someone else (perhaps to their family, their co-religionists, their country).
However, I see a slight, but significant difference in being grateful. I can be grateful for what I have because of my good luck or my hard work, the vagaries of the natural lottery--being born in the time and place and to the family that I was with a gene code that gives me certain advantages and presents certain challenges. And I am. Grateful. I have a wonderful life. And I am grateful that you are my friend and are willing to read this and click like. For what it's worth. Happy Gratefulbeing. Eat turkey (or tofu). Watch football. Read a book. Hug your family and friends.