Strong excitement and joy:
* Elated
* Ecstatic
* Jubilant
* Overjoyed
* Enraptured
* Rapturous
* Exhilarated
* Delighted
* Excited
* Enthusiastic
Intense pleasure or anticipation:
* Agog
* Excited
* Eager
* Keen
* Riveted
Other related words:
* Amused (if the thrill is due to something funny)
* Fascinated (if the thrill is due to something interesting)
* Surprised (if the thrill is due to something unexpected)
* Inspired (if the thrill is due to something motivating)
The best synonym will depend on the specific context in which you are using the word "thrilled."