When someone doesn't say thanks or feel grateful for something, they're unappreciative. It will probably be frustrating to throw an elaborate surprise party for your notoriously unappreciative cousin.
To be appreciative is to show gratitude — by thanking someone, for example. Add the prefix un- ("not"), and you've got the exact opposite. If you're unappreciative of something that's been done for you or given to you, you'll seem ungrateful or even rude. If you've ever had a friend who never seemed to acknowledge your efforts, you know just what unappreciative means.