People are confused by the idea of Grace. What does it mean to be in a state of grace? What is God's grace? How does one receive grace? Have I ever received or experienced grace?
Regardless of how some religions may define it, grace is something one experiences. If you have every felt truly thankful, then you have experienced a moment of grace. The opposite is also true - If you have never experienced a moment of grace, then you haven't felt truly thankful.
But the latter is not a real possibility. If you are conscious enough of the nature of your own experience, you will have recognized the experience of grace and the experience of feeling truly thankful. You may say, "Not in this lifetime." And that may be true for you, but only if that is how, deep down, you want it. Which no one does.