Where thankfulness is weak, in our souls and churches, a critical spirit, cynicism, pride, and envy are permitted to flourish. How can you respond with jealousy or resentment toward others at the same time as you are bending your knee to thank God for his grace in helping, strengthening, equipping, and blessing others. The two frames of mind cannot co-exist. Which is why we would be much healthier if we spent less time inhabiting our own thoughts, or involving others in our dark broodings, and more time bowed before the Father, the God of all grace.
Calvin gets to the heart of the matter in his comments on Romans 1:
It is worth noting, first of all, that Paul commends their faith in such a way as to imply that it had been received from God. From this we learn that that faith is a gift of God.Commentary on Romans, p. 20
If thanksgiving is the acknowledgement of a benefit, whoever thanks God for faith acknowledges that it is His gift. When we find that the apostle always begins his congratulations with thanksgiving, we may know that the lesson we are being given is that all our blessings are the gifts of God.
We should also accustom ourselves to such forms of expression as may ever rouse us more keenly to acknowledge God as the bestower of all God things, and so to stir up others at the same time to a similar attitude.
If it is right to do this in little blessings, how much more ought we to do so in regard to faith, which is neither a commonplace nor an indiscriminate gift of God.