Be anxious for nothing, but in everything by prayer and supplication, with thanksgiving, let your requests be made known to God - Philippians 4:6, NKJV
Thanksgiving is an integral part of prayer. Gratitude and appreciation for all that God is, all that He has done, and all that He has given us ought to be the attitude of our heart when we come before Him. So that when we make our requests it is from the understanding that God is good, what He has already given us is good, and He will continue to give us good things. Even in the anxious times, we have much to be thankful for.
A practical application of this principle I have found in my own life is that when I don't want to do something like read my Bible or pray or do my chores or homework or call someone I know I ought to... I am actually forgetting and failing to be thankful for that good thing God has given. I see it not as a gift from a loving Father but as a burden. I want to challenge and encourage all of us to be thankful to God for everything He gives us!
For this is the love of God, that we keep His commandments. And His commandments are not burdensome. - 1 John 5:3, NKJV