Though it was not called Thanksgiving at the time, what we recognize as the first Thanksgiving feast was celebrated in 1621 by the pilgrims of the Plymouth colony along with about 90 Wampanoag Indians. The Pilgrims had suffered through a devastating winter in which nearly half their number died. Without the help of the Indians, all would have perished.
After the first harvest, Governor William Bradford proclaimed a day of thanksgiving and prayer to God. The food, which was eaten outdoors, included corn, geese, turkeys, ducks, eel, clams, leeks, plums, cod, bass, barley, venison and corn bread. The feast lasted 3 days. Though the exact date is unknown, the feast clearly took place in late autumn.
In 1623, a period of drought was answered by colonists with a proclamation of prayer and fasting. This prayer and fasting was changed to another thanksgiving celebration when rains came during the prayers. Later that year, Governor Bradford proclaimed November 29 as a time for pilgrims to gather and "listen to ye pastor and render thanksgiving to ye Almighty God for all His blessings."
God Bless you on this special day!