Have you ever stopped to consider that the phrase "thank you" is directed at someone? By implication, when we celebrate Thanksgiving, we are giving thanks to someone.
Certainly this creates a dilemma for the atheist. Who is he thanking, himself? Blind, stupid luck? Perhaps atheists are never thankful for the circumstances they find themselves in. Or, perhaps they just have that feeling of generic thankfulness which is never directed anywhere or to anyone. Whatever the case, they are not able to be thankful in the proper way.
Those of other religions are not better off. Since God commands us to worship Him in spirit and in truth, someone who doesn't worship Him in that way has created his own God, and committed idolatry. His thankfulness only brings more judgment on himself.
For the Christian, this should be no problem. Yet often times I find myself slipping into that same type of "thankfulness" that is directed at no one in particular.
This year, spend some time considering not only what you are thankful for, but also to whom you are thankful - God the Father and our Lord Jesus Christ.