Listening to a discussion led by Jordan Peterson about Exodus, I heard someone point out (they were talking about prayer) that “thinking” and “thanking” are etymologically related.
I found that confirmed in the online etymology dictionary, here and here:
Old English þencan is the causative form of the distinct Old English verb þyncan “to seem, to appear” (past tense þuhte, past participle geþuht), from Proto-Germanic *thunkjan (source also of German dünken, däuchte). Both are from PIE *tong- “to think, feel” which also is the root of thought and thank.
(PIE I assume stands for “Proto-Indo-European“.)
So, maybe the first thoughts we became aware of were thoughts of gratitude.