You can be thankful for stuff without any deity or higher being in your life. If you must have someone to articulate it you can thank to fate, chance, blind luck, other people or your past self to brought you to the things, places, events, persons you are thankful for.

In my experience it's a good exercise to introduce positive thoughts in life. I also like to think about the good things that happened to me on the end of the day - sometimes I need several minutes to bring up a single thing but practice makes wonders.