More than once, my priest has referenced Elder Zacharias from Essex, who talks about two approaches you can take when looking at the world: viewing yourself as the first among sinners, and giving thanks for all things. Either of these approaches serves the purpose of cultivating humility.
I have a problem with letting things go when I don't feel like I adequately understand. One time, and I don't even remember what the topic was (on how we should approach others, maybe?), my priest said something in a class he was holding that left me feeling confused and troubled. I asked question after question, and it wasn't helping, and I felt my face getting flushed and my voice rising in pitch with each question... until my priest stopped and said that for me, I should give thanks for all things. It was just what I needed to hear, and I found myself choking back tears from all the pressure that had built up inside me. Sometimes you just need to stop and give thanks.
I've seen some people twist giving thanks for all things into, "Thank you for sending me all of these devastatingly bad things because I deserve it, wretched sinner that I am," but I don't think that's the outlook thanksgiving is supposed to cultivate. You're giving thanks because there's something good there, even if you don't see it just yet. And if its goodness is obvious, all the more reason to give thanks! Why would guilt come into play for seeing what's good and enjoying it with gratitude?