In Thank You, M'am by Langston Hughes, when Roger attempts to steal the purse of Mrs. Luella Bates Washington Jones, and after bungling his attempt and being dragged by his collar along the road, he is not expecting Mrs. Jones to treat him sympathetically. He wants to get away because he thinks that she is going to escort him straight to jail which is his first question to her. However, Mrs. Jones has noticed that he looks neglected and in need of some parental guidance and advice which she intends to share with him, especially as Roger was the one who interrupted her walk home when she was minding her own business.
As the story progresses, Roger's attitude changes and he begins to relax a little when Mrs. Jones treats him with a respect he was not anticipating. She does not treat him like someone who has just stolen her "pocketbook" and he does appreciate that. He decides not to run, even when an opportunity presents itself which is the first sign of his gratitude because he is still not sure if she will take him to jail and instead he offers to run an errand to the shop if she needs anything. This is Roger's way of saying thank you for her kindness so far. Roger's honesty is also indicative of how grateful he is; from Mrs. Jones's behavior, honesty is clearly something that she values. Roger's recognition that a "thank you" is not really sufficient as he "wanted to say something else" also reveals how grateful he is.