Hmmmm..... This is a hard question because it's one of those "things" we say often for no real reason.
"Thing" in your sent nice most likely means event. For example:
I don't think I can be involved in this family THING. = I don't think I can be involved in this family EVENT.
THING is like...there's someTHING that your family is doing, right? Well, we shorten that to "family thing."
More examples:
My friend: "Hey, are you going to the party tonight?"
Me: "No, I can't. I have a family thing to go to."
"No, I can't. I have a family thing to go to" is the same as saying, "No, I can't. There's someTHING I have to do with my family." It's just shorter ????