Jesus told Thomas many things - The likes of, if you don't believe the Father is in me (Via God's Holy Spirit) then believe the works I do as it is the Father within in me that does these works. Acts 2:22 for example tells us that God the Father did the works/miracles through Jesus.
While at it Acts 2:33 Because of what Jesus had done, he received the promise from His Father, of The Holy Ghost. (Holy Spirit which obviously had prior been promised).
Thomas would also be aware where Jesus has said, if you have seen me, you have seen my Father. Thomas, one would expect also knows, Jesus is the Image of His God & Father.
Hence when Thomas finally understands that Jesus actually did come alive thinks to himself - Wow, all that you have told me is true, so he looks at Jesus and says "my Lord" (ref to Jesus) and now knowing for sure that God is within Jesus, he says "and my God".
Hence Emmanuel = God said he would send Jesus and God would be with us. And that we know to be true as God was in Jesus.
