I'm not thankful for all circumstances because let's be honest, some are really bad. I am reminded in every season that I can be thankful in all circumstances.
While going through a difficult situation I can be thankful for the gift of life. I can be thankful for my health and strength. I can be thankful for all the love my family and friends give. I need to be more thankful for the human ability to dream and have hope.
You get the point. If you are going trough a difficult circumstance, you can still be thankful. It will require some effort from your part but the benefits of a thankful attitude are immeasurable.