OP, I know exactly how you feel! I really have no family at all. One brother I haven't seen in years (and for many reasons, better that way!). Another brother who is autistic, in a group home, and he'd actually rather stay there--the whole routine thing. One aunt I see a few times a year. That's it.
My husband has more family, but is estranged from them for the most part--again better that way.
So it's just he and I and our two boys. I get really sad that they don't have grandparents and cousins and aunts and uncles. But that's the way it is. This year the oldest is playing in the marching band and the football game is at home. I'll be going over early to help cook breakfast for the band and then we'll all go to the game. Then home to cook dinner and relax. The boys always get a new board game on Thanksgiving, so we'll play that, watch some football, and kick back quietly. Maybe not the picture perfect day you see on TV, but it's the best we can do. They know nothing different, so I guess it's fine. I kind of look forward to when they grow up, have families of their own, and maybe we'll have the big gatherings then! Believe me, I'm thankful for what I do have. But it's hard to not be wistful....