The purpose of this exercise in to feed our own hearts.

The problem of Christians nowadays is that faith has become intellectual. In this age of knowledge explosion, we are not in lack of biblical knowledge, but in getting this knowledge into our heart. Christians usually just feed our own minds, but forget to feed our hearts. I am not saying that knowing intellectually about God's loves is wrong. What I want to say is, do you really feel the love of God and have the blessings and satisfaction in His love? Love is not intellectual, but is sentimental.

Which Christian would not know that browsing porn webs is an offence to God? But do we still do it even when know it is wrong? It is not due to ignorance, but incapability to resist. This is not a problem of the mind, but of the heart. If your relationship with God only remains on the intellectual level, you have no power to resist the temptations of this world and of our flesh. If our heart has not been filled with the love of God, we have no ability to resist the temptations of lust.

Therefore it is very important to feed our own hearts with God's love.

How to feed our hearts?

1 Thess 5:16-18 (ESV)
Rejoice always, pray without ceasing, give thanks in all circumstances; for this is the will of God in Christ Jesus for you.

One of the methods to feed our hearts is to cultivate a thankful heart.

When you have a thankful heart, your will feel that God is good, and love to be with God. You will naturally want to come near Him, and there is no need to be forces. If praying and reading Bible become acts of the law, they will be a heavy burden. There is nothing to be enjoyed, and you want to finish it as soon as possible. And you would not want to come near God in your daily life. Jesus said, "Apart from me you can do nothing." Devotion is not a program, but it is life, in every moment and in everything. That is why the Scripture says, "give thanks in all circumstance."

Somebody asks, "How can we give thanks in all circumstances, as there are so many circumstances in life?" Giving thanks is not about words, but about a mindset, always keeping a thankful heart and looking things from the positive side.

Rom 8:28 (ESV)
And we know that for those who love God all things work together for good, for those who are called according to his purpose.

Hallelujah, this is the promise of God. We believe God is in control of every circumstances. In every circumstances that He allows to befall me, there is His good will and these work together for my good. This is the secret to giving thanks in all circumstances.

One of the characteristics of faith is that I believe in whatever God says, even though I may not understand it. If you submit only when you understand the reason behind, you are not believing in God, but in yourself.

Isa 55:8-9 (ESV)
For my thoughts are not your thoughts, neither are your ways my ways, declares the LORD. For as the heavens are higher than the earth, so are my ways higher than your ways and my thoughts than your thoughts.

God's thoughts are higher than your thoughts. What you consider bad, God can turn it into blessings; and what you consider good can be turned into curses. What you know is indeed limited, but God has the best plan. Therefore we have to trust in God and not in circumstances. It is written, "For those who love God all things work together for good." When God closes one door, He will open another. If He does not answer your prayer, He has a better plan for you. As Jeremiah says, God's plans for us are plans for welfare and not for evil, to give us hope and future. Only if we have trust in God, we can be thankful in all circumstances. Happiness does not depend on what befalls you, but on how you choose to comprehend it. Your mentality can even surpass the fear of death. Happiness is decided by what is inside us, not outside. When you are thankful in all circumstances, you can rejoice always.

To summarize, to be thankful in all circumstances is not about the words that we say, but in the positive mentality that we always uphold.

Training is needed to achieve to such a state.

Exercise for "Thanksgiving and Waiting on God"

Make room for yourself every day, find a place where you can concentrate. Use about 5 minutes to open up your heart to feel the grace of God.
Ask yourself: What has happened yesterday that I should give thanks for? Give thanks for the minor things of life, and absorb into your heart the love of God.
  # Be thankful to God in your heart for every gracious things that come into your mind, and say to God: "Thank you Lord for loving me."
  # Pause for a while, and absorb the love of God into your heart. (The duration of the pause depends on individuals, maybe around half a minute.) There is no need to do anything, just let God love you.
  # Then think of another thing and give thanks , repeating until you have used up 5 minutes. (You may use a timer to help you concentrate.)
  # Beginning from 5 minutes a day, and then gradually lengthen the training time..
  # Training can also be extended to two to three times a day.

Second Exercise in Spiritual Training