Gratitude is one of the most studied habits in positive psychology. Here is what peer-reviewed studies have actually found, with links to every paper.
Feeling better about life
People who wrote a short weekly list of things they were grateful for, for ten weeks, felt better about their lives as a whole and more optimistic about the coming week than people who listed hassles. They also reported fewer physical symptoms and exercised about 1.5 hours more per week.
Emmons & McCullough (2003), Journal of Personality and Social Psychology, 84(2), 377–389. doi:10.1037/0022-3514.84.2.377
Three good things
Writing down three things that went well each day, and why, for one week increased happiness and decreased depressive symptoms for six months in a randomized trial.
Seligman, Steen, Park & Peterson (2005), American Psychologist, 60(5), 410–421. doi:10.1037/0003-066X.60.5.410
Better sleep
In a study of 401 adults, more grateful people reported better sleep quality and longer sleep, partly because they had more positive thoughts before falling asleep.
Wood, Joseph, Lloyd & Atkins (2009), Journal of Psychosomatic Research, 66(1), 43–48. doi:10.1016/j.jpsychores.2008.09.002
Closer relationships
In couples, feeling grateful for a partner’s thoughtful actions predicted greater connection and relationship satisfaction the next day.
Algoe, Gable & Maisel (2010), Personal Relationships, 17(2), 217–233. doi:10.1111/j.1475-6811.2010.01273.x
Thank-yous multiply kindness
When people received a brief thank-you for their help, they were more than twice as likely to help again (for example, 32% vs. 66% in one experiment).
Grant & Gino (2010), Journal of Personality and Social Psychology, 98(6), 946–955. doi:10.1037/a0017935
Keep it fresh
In one study, counting blessings once a week raised well-being, while doing it three times a week did not. Timing and variety matter, so the prompts here change every day.
Lyubomirsky, Sheldon & Schkade (2005), Review of General Psychology, 9(2), 111–131. doi:10.1037/1089-2680.9.2.111