We use grateful to talk about how we feel when someone is kind to us or does us a favour:
[a message on a thank-you card]
Thank you so much for helping us move house. We are so grateful.
Love
Mark and Rose
[at the end of a formal letter]
I would be very grateful if you could send me more information about your company for my school project.
Not: I would be thankful …
We usually use thankful when we are relieved that something unpleasant or dangerous didn’t happen:
A:
I heard you were in an accident. Are you okay?
B:
I’m fine. There was some damage to the car. I’m just thankful that no one was injured.