One of my favorite memories of my son is when he was three years old. I had taken him to a little festival, where he had "won" one of those cheap water yo-yos. As we left the festival, and were walking back to the car, he was in his own little world, playing with that yo-yo, and I heard him say to himself, "I am such a lucky boy!"
Oh, now look - I can't even tell that story without getting tears in my eyes. sniff
It was just so sweet. He was so grateful to have that silly water yo-yo.
I think that my children are grateful children because they don't get a lot. I believe in simplicity parenting. The only time they get anything is if it's their birthday (one gift) or Christmas (five gifts). If they see something they want other times, they have to save their own money and buy it themselves (and they don't get a lot of money, so that takes quite a while!).
So my children don't ever expect to get anything (except BD and Christmas). Which is why they are grateful for what they DO get.