I believe Christians should be grateful. They should live a life shaped by gratitude, among other attributes appropriate to Christianity.
This gratitude begins with salvation. The person who recognizes what Christ did for them on the cross will overflow with appreciation when they turn from their sin and turn to Jesus in order to receive the great gift of grace made available by His suffering. Nothing I am aware of matches the glad exuberance of a new believer.
If a person has never had this experience of overflowing thankfulness, it may well be they never had a genuine encounter with Christ. You see it’s possible to believe in all the right things and still not be a Christian. Redemption begins with a sinner becoming aware of the magnitude of his sin and the price paid for our sin by the Lord. This is followed by a conscious decision by the convert to accept the gift of salvation, which naturally is followed by a huge relief of the pressure felt by having been aware of the ugliness of his own sin. Salvation is not in the knowledge of the facts, but in the experience of making a personal commitment and receiving forgiveness.
But as I mentioned earlier that starting point produces a wonderful gratitude in the believer’s heart. What comes as a surprise to many is that this sense of having been blessed, will not last forever. Even though the gift of salvation is eternal, the human heart will not retain the same gratitude for this salvation that it had when the experience first occurred. After the passing of time our thankfulness becomes more of a mental exercise, knowing we should be grateful, than an overwhelming, overflowing rush of emotion.
Nevertheless, I still believe my first assertion. Christians should be grateful. As we walk and grow with Christ the ongoing experience of living as a believer should bring us back to the point of overflowing gratitude again and again. In other words, the proper living of the Christian life will bring you to thanksgiving, not just because of its miraculous gift at the start, but also because of the ongoing experience with a miraculous God in your day to day walk.
Therefore, as you have received Christ Jesus the Lord, walk in Him, rooted and built up in Him and established in the faith, just as you were taught, overflowing with gratitude. Colossians 2:6-7 (NASB)