Read 1 Nephi 2:7. What was the first thing Nephi did when they stopped traveling? Discuss why we should always give thanks.
Spend the evening decorating a shoebox or bag. When it is finished, have everyone write on a piece of paper what they are thankful for. Place it in the box. Every now and then at family night, get out the box and put in more ideas. Open the box at thanksgiving dinner (or thanksgiving morning) and read all the notes.