According to Osho, bhajan is not merely thanksgiving; it is prayer made visible—prayer singing and dancing, the flowering of the inner seed. Prayer is silent, unmanifest; bhajan is its overflow, expression and sharing. Some realize the divine in wordless emptiness (Buddha, Mahavira); others burst into song and dance (Meera, Chaitanya). Both are blessed; choose what accords with your nature.
Bhajan is your inner prayer spilling out as song and dance, not just saying thanks.