1 mind-set为名词，意为思想倾向、心态。并非连字符连接的都是复合形容词。有疑问你应该查词典。另外看该词是作主语、宾语还是定语。前者为名词，后者为形容词。

2 be thankful 通常后接介词for表示对什么心怀感激。但也偶有用介词of的。COCA语料库就有用of的例句。例如：

We also are thankful of all nurses and nursing students who participated in this study.

I'm thankful of that.

You'd think the rich would be thankful of what life has given them.

所以，你阅读时知道有这种用法即可，自己写作时用for.

3 I'm afraid to bite off more than I could chew.

more为代词作bite off的宾语，than引导比较分句修饰more。字面意思是一口咬掉的量超过自己能咀嚼的量。引申的意思是做自己力所不及的事情。