Most organisms will not fossilize. They are either consumed or decomposed. The fossilization of the carcasses of those who don't meet this grisly fate are then contingent on multiple geological and morphological factors. Almost perfect conditions must be met for a carcass to be fossilized. For instance, most fossils depict an organism with some hard parts. Furthermore, carcasses should be covered with sediment almost immediately. The fossil record will reflect these factors. The majority of fossils we have are species with hard parts that lived in an environment conducive to rapid burial. In other words, the majority of the fossils that we have are of near-shore marine organisms.

Also, we must be able to actually discover fossils. This only happens if the sedimentary rock containing it is at the Earth's surface. At any given time, you will only have access to a tiny fraction of the number of fossils that exist.
Lastly, the fossil must survive long enough to be discovered. Generally, that is tens or hundreds of millions of years. Considering the geological isolation of many species, along with the statistical rarity of being fossilized, and then surviving long enough to be discovered, it's a wonder that they the variety of fossils that they do.

And in contrast to your claim that there should be thousands upon thousands of fossils (of which there are . . . practically all fossils are transitional fossils), if we were created then there should be precisely 0 transitional forms.