When I mean having gratitude, I don't mean in a passive way, but giving it emotional involvement. It's easy to mouth the words "I'm grateful for XYZ" but it's a different matter to stop and take the time to feel it.
I've had issues with this.
Not taking the time to appreciate what I do have as opposed to ruing what do not.
Not taking the time to step back after just reaching a level and accepting that I've done a good job without thinking about other steps that need to be taken.
I know that we're not supposed to mention religion here, and I don't want to break any rules, by my honest answer is my Faith.
When I go to church on Sunday, I am reminded of all of the wonderful gifts that I have. My faith, my family, my friends, and all of the love that comes with them. My good health as well. Those are all things I have to be very thankful for, and as a flawed failing human being, it is sadly in my nature to forget them from time to time, to take them and all of my other blessings for granted. Mass gives me the reminders that I personally need. It brings those gifts back into focus for me, and I need that. I realized that left to my own selfish devices, I didn't truly appreciate how many good things I have in life, but as you said, I lamented the few things that I didn't.
I think that there are forces in this world that contribute to screwing up our values. A system that inherently tries to tell us that it's not about who you are, but what you have that gives you value. So that system can continue to sell you things, and condition you to think that your next purchase is what will 'make you happy'. Nothing could be further from the truth.
I would encourage anyone that might be struggling with this issue to simply take the time to take an honest life assessment. Take a pen and paper and start a list, with a good things and bad things column. Start adding up the good and I guarantee that they will so far exceed the bad that you will run out of paper - on one side anyway. If we sit down and take stock of how many things we are truly blessed with in this life, we will ultimately feel much better, about ourselves, about other people, and about the world around us.