The phrase to be thankful, also to be grateful, for small mercies means: to be glad of minor benefits, especially in an otherwise unpleasant or troublesome situation.
This phrase occurs, for example, in the review of Swamp Songs: Journeys Through Marsh, Meadow and Other Wetlands (Bloomsbury Publishing, 2022), by Tom Blass—review by Kathryn Hughes, published in The Guardian (London and Manchester, England) of Saturday 30th July 2022:
Above all, he [i.e., Tom Blass] is scrupulous about avoiding cliches. There are, for instance, very few glorious sunsets in Swamp Songs or encounters with gnarly old locals acting as aquifers for ancient wisdom, small mercies for which the reader should be grateful.
The earliest occurrences of the phrase to be thankful, also to be grateful, for small mercies that I have found are as follows, in chronological order:
1-: From The Heart of Midlothian (Edinburgh: Printed for Archibald Constable and Company, 1818), by the Scottish novelist and poet Walter Scott (1771-1832):
“I thank my stars.”
“Ye are thankfu’ for sma’ mercies, then,” said Mrs Howden, with a toss of her head.
2-: From the account of a court case, published in The Times (London, England) of Tuesday 11th January 1820—Mr. Scarlett was the prosecutor, Mr. Jervis was the defence barrister:
Mr. Scarlett contended, that the action was maintainable. He was willing, however, to refer the whole business to any two respectable gentlemen, who might be empowered to assess the damages.
Mr. Jervis declined the proposition. He was obliged to his learned friend for his small mercies; but he was not afraid to let his client’s case go to the Jury.
3-: From a letter to the Editor, by a person signing themself ‘Hilario’, published in The British Press (London, England) of Monday 23rd December 1822:
I remember being perfectly delighted when I first heard of the design of laying out a Park, to be called Regent’s Park, because I concluded that, in the first place, it would be made a space of pleasurable recreation, that would do honour to the known taste of the illustrious personage after whom it was baptised; and, in the next place, I was in hopes that, having ceased (thanks to the Six Acts *) to breathe the air of freedom, we should have at least an additional supply of fresh air, which, though nothing in the way of equivalent, yet to me, who am thankful for small mercies, was something.
[* Following the Peterloo Massacre on Monday 16th August 1819, the government of the United Kingdom, in order to prevent any future disturbances, introduced a set of legislation, the so-called Six Acts, which restricted the freedoms of the public and press.]
4-: From the review of Memoirs of General Lafayette (Boston: E. G. House, 1824), published in The United States Literary Gazette (Boston, Massachusetts, USA) of Saturday 1st January 1825:
Let those who can neither understand nor appreciate the benefits of our revolution, or the services of La Fayette, look askance at our enthusiasm, and insinuate that we are thankful for small mercies. We will endeavour to set a just value upon the former, and by every possible method to cherish and proclaim our gratitude for the latter.
5-: From a letter from the Chairman of the Board of Stamps, James Sedgwick, to his colleague, Mr. Brindley, about “the fraud, irregularity, and connivance which prevail in every thing connected with the Stamp Revenue”—letter published in The Morning Chronicle (London, England) of Saturday 9th September 1826:
I think the Board will be as much disposed as I am to wonder how we get what we do, and to be thankful for small mercies.
6-: From the transcript of a speech made by C. P. Thomson, MP for Dover, during a visit he paid to his constituents, published in the Kentish Chronicle (Canterbury, Kent, England) of Tuesday 12th August 1828:
Political justice demands that public sympathy be thrown aside, and that we speak of the Public Men as they deserve. He expected little or no good to the Country from present men in power;—and thus he was thankful for the small mercies they had experienced.