Calvinists of all people have reason to be thankful. Here are several reasons why:
1. The Calvinist knows that God is sovereign over all things, working all things together for his glory and the good of his people (Rom. 8:28-30). Knowing this, he can rejoice and be thankful in any and every circumstance (Phil. 4:4-7; 1 Thess. 5:16-18), finding joy amidst the worst of trials (James 1:2-4).
2. The Calvinist is fully aware that he never would have chosen God (Rom. 3:9-12). He knows that if God had left him to himself he would have gone on hating him for all eternity. But God chose and saved him apart from anything he would ever do (Rom. 8:29-30; Eph. 1:3-14; 2:8-10). The reality of his election is a never ending source of thanksgiving.
3. The Calvinist knows that his salvation is in the work of Christ alone. He knows that Christ has perfectly and particularly atoned for the sins of his sheep (John 10:11, 15; Heb. 10:10-14). His salvation was accomplished on the cross, where Jesus bore his sins and suffered the wrath of God in his place (John 19:30; Rom. 5:6-11). It was there that God in Christ reconciled him to himself (2 Cor. 5:18-21).
4. He also knows that his salvation is secure. The Calvinist clings to the promises of God, knowing that his covenant-keeping love will never fail (Ps. 136). His Father will never leave him or break the promises he has made (Heb. 6:13-20; 13:5). He rejoices that his salvation is secure in the hands of his Triune God (John 10:28-30).
5. The Calvinist is daily reminded of how he is blessed far beyond what he deserves. He deserved God’s wrath, but in Christ God has adopted him as his son, an heir of the promises (Eph. 1:3-6, 11-12; 2:11-13ff). He was dead in his sins and a slave to his flesh, but God has made him dead to sin and alive in Christ (Rom. 6:1-14). He once sought after idols, but God has awakened his heart to mortify them and seek him first above everything else.
So, if you are struggling with thankfulness, remember the gospel. Remember who you were, remember the cross, and remember that your salvation is a work of God alone.