I did some reading today on the orgins of Thanksgiving Day in the United States. Thanksgiving Day began as a tradition at the end of the harvest season to express thanks for one's material possessions and spiritual blessings.
The first recorded Thanksgiving ceremony took place on September 8, 1565, when 600 Spanish settlers, under the leadership of explorer Pedro Menendez de Aviles landed at St. Augustine, Florida, and immediately held a Mass of Thanksgiving (with a feast and celebration) for safe delivery to the New World. Of course, the Pilgrims had Thanksgiving observances in Plymouth, Massachusetts in the early 1600s. As President, on October 3, 1789, George Washington made a proclamation and created the first Thanksgiving Day designated by the national government of the United States of America. Thanksgiving Day has been a holiday in the United States since 1863.
The History of Thanksgiving: The History Channel