Nearly every time we pray, we can turn that prayer into a prayer of thanksgiving. God has given us so much in this life, even when it looks like we have nothing.
The Catechism of the Catholic Church introduces this type of prayer in its section on prayer:
Thanksgiving characterizes the prayer of the Church which, in celebrating the Eucharist, reveals and becomes more fully what she is. Indeed, in the work of salvation, Christ sets creation free from sin and death to consecrate it anew and make it return to the Father, for his glory. The thanksgiving of the members of the Body participates in that of their Head.
Even the word Eucharist means "thanksgiving." It reminds us that every time we go to Mass, we should do so in a spirit of thanksgiving.
Furthermore, the Catechism explains how nearly every prayer can be turned into thanksgiving:
As in the prayer of petition, every event and need can become an offering of thanksgiving. The letters of St. Paul often begin and end with thanksgiving, and the Lord Jesus is always present in it: "Give thanks in all circumstances; for this is the will of God in Christ Jesus for you"; "Continue steadfastly in prayer, being watchful in it with thanksgiving."
The saints constantly attest to this type of prayer, as they would give thanks to God even in the midst of intense suffering, seeing the pain as a gift from God.
Whatever we do, may we always give thanks to God for what he has given to us, seeing his divine providence in every event of our lives.