Thanksgiving is a very Christian holiday, a very Christian thing to do. We gather together with friends and family to thank God for all that He has given us. We celebrate our prosperity by taking time off from work and eating a far larger meal than anybody really needs. We do this, recognizing that God does not give us material blessings in exchange for our worship, for the rain falls on the righteous and the wicked alike. Our prosperity is not a quid pro quo arrangement, for God blesses even those who do not know Him.
In Acts 14:14ff, Paul and Barnabas attempt to convince a pagan crowd, who believed that the Apostles were gods because of the miracles they worked, not to offer sacrifices to them. They teach them about the one true God, who allowed nations to walk in their ignorance in times past, but who now has revealed Himself to all. But they say that although the nations were ignorant of God, they were not entirely without witness, for God gave them food and blessings even when they did not know Him.
God blesses us not in exchange for our worship, but because He is good, and He wants us to know that He is good. Therefore, we give thanks, not in order to get more blessings, but to recognize that we have already been blessed tremendously. The thanks we offer at this time, and that we ought to offer all through our lives, is the acknowledgement and recognition of what God has already done for us.
And this also means that just “giving thanks” in the abstract is an empty, pointless gesture. We must give thanks to the One who actually provided the blessings. That is, thanksgiving, if it is to be meaningful, must be directed to Jehovah, the one true living God, and not to the “useless things” which men in their dreams believe are responsible for their blessings. We are not blessed because we are clever, or Christians, or Americans, or lucky. We are blessed because God has blessed us. And He blessed us because He is good.