I'm a very polite person IRL. I say please and thank you to everyone who does something for me, even if it is their job and/or I pay them out of my pocket. I do say thank you to T after most if not all sessions. I've also told him about some of the specific things that have been useful in my therapy, ways he has specifically helped. But I think what you mean by gratitude (I enjoy feeling it, not so much directly about therapy but about all the privileges and where I am in life), I have not done. I don't know if I will. But I like the idea of doing it.