Thanksgiving Day History:
Thanksgiving Day is a harvest festival celebrated primarily in the United States and Canada. Thanksgiving is a holiday to express thankfulness, gratitude, and appreciation to God, family and friends for which all have been blessed of material possessions and relationships. Traditionally, it has been a time to give thanks for a bountiful harvest. This holiday has since moved away from its religious roots.
In the United States, Thanksgiving Day falls on the fourth Thursday of November. In Canada it is celebrated on the second Monday in October.
The precise historical origin of the holiday is disputed. Although Americans commonly believe that the first Thanksgiving happened in 1621, at Plymouth Plantation, in Massachusetts, there is strong evidence for earlier celebrations in Canada (1578) and by Spanish explorers in Florida (1565).
Thanksgiving Day is also celebrated in the Netherlands. A different holiday which uses the same name is celebrated at a similar time of year in the island of Grenada. [Source]