Perhaps we think of thankfulness in terms of gratitude, which is a correct way to think of being thankful for someone or something; but as Christians when we think of being thankful to God we are not merely expressing our gratitude to him, we are engaging in worship.
In many opening paragraphs in Paul’s epistles he writes about how often he thanks God for the churches he is writing to (cf. Col. 1:3; 1 Thess. 1:2; 1 Cor. 1:4; Phil. 4). When Paul addresses these churches he makes sure to talk about the thankfulness that he has when he considers what God has done in the church. This thankfulness is not directed towards the congregation as an applaud for all of the good work that they are engaged in, or all of the strides they are making in their faith, but it is an expression of thankfulness towards God. As Paul thinks of the churches he writes to his mind is moved towards a deep reverence and a profound understanding of the goodness of God in the lives of those whom He has saved, and this spills out of Paul in worshipping God through utterances of thankfulness. While gratitude is assumed in these expressions of thankfulness, so also is the conception of God in all that he is and a recognition of the active role that God has in the lives of the elect. Pauls reflections move him to a place where he is so overtaken with the gracious and sovereign acts of God in the church that the overwhelming emotion he encounters time and time again is that of thankfulness. Thankfulness, then, is rooted in the context of worshiping God for who He is and what He does.
Normally when Paul thanks God for these churches he does so through prayer which he says he is constantly engaged in. The frequency of Paul’s prayer life, and the content of those prayers is an example for us to pattern our prayer life after. Paul always thanked God for what he was doing in other people. Paul was not only engaged in a consistent practice of prayer, he was also passionately focused on others and how thankful he is that God is active in their lives. While I’m sure that Paul prayed for personal needs and desires, when he addresses the churches that he wrote to it is obvious that a large part of his prayers were dedicated to remembering the churches he had either planted or heard about and worshiping God through his expression of thankfulness for their growth.
Our prayers should be consumed with thanksgiving for our God who saves undeserving sinners and that thanksgiving should be offered constantly for what He has done and is doing in the lives of others, not merely our own lives.