Great question. I wouldn't worry about feeling grateful. Just reminding yourself of "what you have," as you phrased it, is enough.

When we're depressed we have a tendency to fall into the mindset that everything is bad. Reminding yourself that there is something good in your life helps break that cycle. If you can make it a habit your brain actually gets better at finding the positives and it starts to create a positive feedback loop.

P.S. If you want to learn how to make habits easier I highly recommend Atomic Habits https://www.goodreads.com/book/show/40121378-atomic-habits?f...