He will be 5 in October. So he's no stranger to birthdays and Christmas and the idea of writing a list and not getting everything on the list.
However, he seems convinced that he is getting ALL of the octonauts toys for his birthday, and all of the ninja turtles figures, and a load of other stuff as well. I keep telling him, no, you get a few things on your list, not everything. You might get one Octonaut character/gup or maybe two, if you're very lucky. You won't get all of them. But he insists that he will. Also when he did get an Octonaut toy a few months ago, he loved it immediately, but after about half an hour all he could do was moan that he needed the rest of the characters, and it was "rubbish" without them. 
How can I teach him to be a bit more, well, grateful! He's always pushing things with me too, like he has millions of those tiny board books which come in the boxes of 6, which are aimed at about 1-2 year olds, and he always asks how many we can read at bedtime. I say 9, and he says "How about 12?" I say no, 9 is enough, and he says "17?" No! Stop pushing it! Just accept what I offer, or at least a compromise! If I offer him a compromise, BTW, he still continues to push it higher and higher, so I've stopped doing that.
I don't want him to be disappointed on his birthday, but he is not getting every single octonaut toy. He isn't spoilt, doesn't get stuff that he asks for unless there is a good reason, so why is he acting like this?