1 Thessalonians 5:18 "Give thanks in everything; for this is the will of God for you in Christ Jesus."
The Apostle Paul urges being thankful to the Church of Thessalonia. Also sharing with the church that this duty is what God desires, and it reflects their walk in and with Jesus Christ. Likewise with us, we must be thankful in every condition, good or bad, in adversity as well as prosperity. Never embracing a prideful or pessimistic mentality.
Though things may be or get hard for us, there's always room for them to be or get worse, so in that, we must set in our heart to say thanks to God. Since Jesus is the only way to God, its fitting that we take heed to being thankful in our walk, because its through Him that we're able to do what pleases God.
Not being thankful is a reflection of our disconnect from Christ, and even more our inability to do what pleases God.