We need to look at the background of this exhortation to be thankful as we read it in the epistle to the Hebrews, where we find the following rather solemn warning. The writer made a parallel application from the Old Testament, when God spoke to the people of Israel through Moses:
See to it that you do not refuse Him who is speaking. For if those did not escape when they refused him who warned them on earth, much less shall we [believers in the New Testament] escape who turn away from Him who warns from heaven. And His voice shook the earth then, but now He has promised, saying, “Yet once more I will shake not only the earth, but also the heaven.” And this expression, “Yet once more,” denotes the removing of those things which can be shaken, as of created things, in order that those things which cannot be shaken may remain. (Hebrews 12:25–27 nasb)
Thankfulness is the appropriate response to the particular privileges and benefits that we have in God. We are not dependent on a shakable kingdom. We have an eternal kingdom, an unshakable kingdom, the kingdom of God Himself, the kingdom that is “righteousness and peace and joy in the Holy Spirit” (Romans 14:17 nasb). In the midst of all that is being shaken around us—all the distress, uncertainty, perplexity, confusion, hatred, division, war, and fear—we have an unshakable kingdom. We have peace, security, and purpose. What is the appropriate response? There is only one: it is thankfulness. “Therefore, since we receive a kingdom which cannot be shaken, let us show gratitude” (Hebrews 12:28); let us express our thanks to God.