Many brands of store-bought eggnog are so thick that their consistency is closer to a milkshake. Fortunately, you can fix this by shaking your eggnog in a martini shaker.
Shaking your eggnog emulsifies ingredients that are at odds with one another and adds air to the drink, giving it a nice, frothy cohesiveness that homemade eggnog has in spades.
Shaking the eggnog with a few cubes of ice can make the drink even better, as the ice dilutes the 'nog a bit, cutting through that over-the-top sweetness of store-bought eggnog.