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I love this prayer by Cardinal Newman, convert to the Faith.

Gratitude for the Faith

I adore Thee, O my Lord, the Third Person of the all-blessed Trinity,
that thou has set up in this world of sin a great light upon a hill.

Thou has founded the Church; Thou hast established and maintained it.
Thou fillest it continually with Thy gifts, that men may see,
and draw near, and take, and live.

Thou hast in this way brought down heaven upon earth.
For Thou hast set up a great company which angels visit by that ladder
which the patriarch saw in vision.

Thou hast by Thy presence restored the communion between God above
and man below.
Thou hast given him that light of grace which is one with and the commencement
of the light of glory.
I adore and praise Thee for Thy infinite mercy toward us, O my Lord and God.

I adore Thee, O almighty Lord, the Paraclete, because Thou in Thy infinite compassion
hast brought me into Thy Church, the work of Thy supernatural power.

I had no claim on Thee for so wonderful a favor over anyone else in the world.
Yet Thou, in Thy inscrutable love for me, hast chosen me and brought me into Thy fold.

Thou hast a reason for everything Thou dost. I know there must have been an all-wise reason,
as we speak in human language, for Thy choosing me and not another - but I know
that that reason was something external to myself. And thus I owe all to Thy grace.

Now, then, give me this further grace, Lord, to use all this grace well, and
to turn it to my salvation. Teach me to value as I ought, to prize as the inestimable pearl,
that pardon which again and again Thou givest me, and the great and heavenly gift of the presence
of Him whose Spirit Thou art upon the altar.

Without Thee I can do nothing, and Thou art where Thy Church is and Thy sacrament.
Give me grace to rest in them forever, till they are lost in the glory of Thy manifestation
in the world to come. Amen