I would say that my kids are very thankful for everything they have. They constantly say, "tank you, Ma-ME!" when playing with toys, or going on a walk, or riding scooters... They are very thankful it seems for just about everything.
However I guess they wouldn't be normal kids if they didn't have the occasional desire for something new.
In case anyone has already started thinking about Christmas and these two are on your list to-buy-for they have already started a list. (even though they don't understand the concept of Christmas yet, they definitely have a "want dat" list. Here they can be seen cutting out pictures from an educational toy catalog. Best thing is they are Mommy approved too! They have a whole list I'll publish to family closer to the holidays!
So while they are in fact Thankful for what they already have, they wouldn't be normal kids if they weren't going to be hopeful for things to come! :)