Lets see.....
I am thankful that I have my health after a very scary health related episode I had a few years ago.
I am thankful that I have a job with health insurance, a old car that runs just fine, a roof over my head, and food on the table. My basic necessities are met, and I don't really want more than that.
I am thankful that after 50 years I finally, finally know why I never fit in and was different. I was a girl living a guys life.
I am thankful that I have access to top notch medical professionals that guided me through the wilderness and helped me start healing.
I am thankful that the daughter I just came out to supports me. Hopefully when I come out to the other one next weekend she will too.
I am thankful that even though my wife and I have separated it appears that we will remain good friends.
I am thankful that I live in a trans friendly state.
I am thankful that I live in a country where they will not kill me for who I am.
I am thankful to see a sunrise each new day. I know that some day I won't see another one.
As far as what to say in cisgendered situations - the above list with some omissions.