Thank you messages are easy to write, you just let the other person know how grateful you are. Here is the part where you should make this personal, what are you grateful for? Did they help you find a job, or move home, or buy you a beautiful gift?
Now, let them know what you loved about the gift, or what about the job is it that you love, or did they go overboard when it came to making your wedding day an awesome day! It is preferable imo, that you write a longer thank you note, a longer thank you note shows that you went the extra effort after all they have done for you.