I used to feel this way too, especially after high school graduation. Growing up in a strict household where I wasn't even allowed to do sleepovers, I yearned to see the world, live outside of home for once. So that's what I did after graduation. I've lived in 2 different cities, lived in both apts and dorms, and attended different colleges. Out there was rough. I starved, was bullied, didn't have friends or family for support. Then I moved back home. I was so happy to be home again. In the past, when I had so many things to complain about, now I find myself being grateful for what I have. I don't need fancy gourmet food, like what they try to sell you at the college cafeterias.
I think what did the trick for me is to have different situations to compare to. I've been through worse, so I'm happy with the situation I'm in now. Reminds me of this saying: "By three methods we may learn wisdom: First, by reflection, which is noblest; Second, by imitation, which is easiest; and third by experience, which is the bitterest."
In my case, I learned to be thankful by experience, the bitterest of all teachers.