A person who is grateful feels or shows gratitude. If your neighbor brings you soup when you're sick, you'll be very grateful (unless you hate soup).
Grateful comes from gratus, Latin for pleasing. Originally it meant pleasing, or agreeable (Walter Scott wrote of "the grateful and cooling shade"), but now means thankful. Usually you are grateful to someone for a particular thing she's done. If you're complaining about all your problems, someone might remind you of what you have to be grateful for.