From Richard Rogers's (1550/1-1618) large spiritual manual, Seven Treatises (1603), three factors that produce thankfulness in the saint, leading him or her to return thanks in prayer:
"Thanksgiving is that part of prayer, in which we, being conferred by some benefits which in favor God bestows upon us, are to love and praise him, and show forth the fruits thereof.
In the which description we see three duties to be required of us, and three motives or persuasions to draw us to perform them. I will first mention these latter ...
1. The first motive is knowledge and remembrance of some benefit received or promised us.
Which may be seen in the thanksgiving of all God’s servants, as in David after that he had received the savory and seasonable counsel by Abigail, and in Abraham's servant, when God had blessed him in his journey to Aram. The same may be said of the leper, when he saw that he was cleansed, after he had made request for it to Christ.
And when there is no knowledge and due consideration of some particular mercy, how can there be any true and hearty thanksgiving, howsoever in words there be a protestation for fashion sake? As in them who say, we must thank God for all, when yet they consider of nothing that moves them thereto.
2. The second motive to thanksgiving is joy and gladness of heart for the benefit which we think of, or call to mind.
As appears by the Psalm, in them which returned out of the captivity, saying, When the Lord brought again (that is, turned away) the captivity of Sion (his Church), we became like them that dream: then was our mouth filled with laughter and our tongue with joy.
And so (to apply it to ourselves) except we find such sweet comfort in God’s benefits either already received, or by faith embraced, being promised; the duty of thanks can in no good sort be performed. But that is verified which is commonly spoken, that is, a work is untowardly done, which is not cheerfully gone about.
3. The third thing that should move us to this duty of thanks, is that which is most fit to work the foresaid joy, and that is a persuasion, that the benefit for which we give thanks comes to us from God’s fatherly love, which is a far greater matter to make us glad, than the benefit itself which is bestowed on us.
For if we should fear, that it is sent as a snare to entangle us, or to heap hot coals upon our head, and to make our condemnation the more just, small sweetness should we find therein, but that which would be quenched with that fear, and by an accusing conscience.
As for example, what hearty joy, or sound thanks could that of the Pharisee be, though in tongue he gave the one, and in countenance showed the other, when he had not this persuasion?
But God be thanked, it is not so with his beloved ones, but they knowing that their most loving Father hath given them his Christ, which is the greatest, doth much more of favor give them all other things, which are of less account; which both rejoice their hearts when they remember any of these his blessings, and stirs them up to a much more hearty performing of this duty [of thanksgiving]."
Learn about the spiritual habits of the New England puritans in Charles Hambrick-Stowe's The Practice of Piety (1986):