WOW! You have gotten some really great answers and I agree with most of them. I agree that it is about manners/politeness and that a four year old might not understand gratitude. These things are to be taught by parents and family.
I myself believe a four year old can understand gratitude. When she receives something and it makes her happy, explain that gratitude is being thankful that ______ gave her _______. In addressing the issue of not being satisfied, explain to her if she's not happy she should give _______ back to _______. My granddaughter just turned five and she has understood this for several years.
I did notice that one thing has not been addressed. It is not just about gratitude and manners. It is also about respect. And yes, a four year old can learn about respect. This is how it is taught in my granddaughter's karate classes - There are nine words of respect 1) Yes Ma'am 2) No Ma'am 3)Yes Sir 4) No Sir 5) Please 6) Thank You 7) Your Welcome 8) May I 9) Excuse me. Then teach/ask her what respect means - being polite to others. As she gets older, she will learn that respect means a lot more and will get her a lot of places.
And remember, children learn from example much quicker than just being told what to do. I have always used these same words in addressing others and to my daughter as she was growing up and now with my granddaughter. If a child is told "Thank you" and "your welcome", they will be more likely to use these same words towards others. These nine little words will make her life much easier through life. I just can't imagine my daughter never having said "yes/no ma'am" to one of her teachers. I would have been mortified!
Good luck and God bless. Parenting is a life time commitment and we all have to learn as we go!