What is gratitude? We usually think of it as a kind of social obligation. If someone scratches your back, you scratch theirs, or at least replace a back scratch with a "thank you." But, as usual, the Torah sees things differently.
The Rabbis point out that the first plague (where the Nile turns into blood) was brought about by Aaron striking the water with his staff instead of Moshe. They learn that, since when he was a baby, Moshe Rabeinu was saved by drifting along the Nile in a basket, he owed the Nile a debt of gratitude, and it was therefore more appropriate for Aaron to be the one to strike the water and bring about the plague of blood. What kind of social obligation is there for a river, and even after all of those years!
Gratitude in Lashon Hakodesh is called הכרת הטוב, (recognizing the good). Recognition means registering what is happening, seeing that it is the way it is and not some other way, and that it didn't have to be this way. It means noticing that something exists the way it does, in the context it does, and the more detail the more the recognition.
The Rabbis have a tradition, someone who has דעא has everything, and someone who doesn't - "what does he have?" (דעא .(נדרים מא is the kind of knowledge that comes from הכרה, from recognition. What they're saying is, until you register that you have something, that you know something, that you benefit from something, it's not really yours. You could be at the top of the Fortune 500 list and still be poor.
The reason we make blessings so many times a day isn't because we are OCD. Its because (in part) Hashem wants to give us things so that they are really ours, and in order for that to happen we have to have הכרת הטוב. When we make a blessing on anything, even a sunset, it becomes our sunset.
One of the reasons its hard to be grateful sometimes is because we feel like if we admit that the good we have didn't have to be there, we feel vulnerable and dependent. We think 'gratitude? but I needed this!' So instead we pretend it just has to be there and we allow ourselves to get used to it. But the truth is, gratitude is the only way to have something so that no one can take it away from you. When you make a blessing well on a piece of bread, even if you never have another piece of bread, this one is yours forever.