This American festival is currently celebrated on the fourth Thursday of November each year since President Franklin D Roosevelt proclaimed this date as the official celebration back in 1939. The original celebration goes back to about 400 years ago.
Among several different stories about the historical background of Thanksgiving, I am introducing following story which is believed by many people in the United States:
A small cargo ship (only 100-foot sip) by the name of Mayflower departed England in 1620 with about 100 passengers and 30 crew members. These passengers were pilgrims and Puritans who intended to land on the new continent called America to settle as colonists. When they arrived at Cape Cod, there were only 2 passengers already died during the severe voyage. After arriving in Plymouth, Massachusetts , they began to have even a harder time.
Their first winter in the Plymouth colony was very severe. Although they brought crops and seeds from England, the initial crops failed in the new climate and unfamiliar soil. The amount of food they had was enough to feed only half of these colonists . Therefore about 50 people died unfortunately. In this situation, the native Americans helped the colonists by providing seeds and teaching them to fish. The few colonists who survived were saved as Native Americans (Iroquios Tribe) taught them how to grow corn and other crops which were quite new food for settlers.
In the autumn of next year (1621), they could harvest lots of crops such as corn, barley, beans and pumpkins etc. The settlers had much to be thankful for, so a feast was planned. The Iroquois chief and his tribe were invited for this feast. The Indians brought turkeys and other wild game for the settlers. Various foods were served at this feast such as cranberries, corn turkey and deer as well as dishes settlers learned from the Indians. It is said that this was the initial and original feast leading to the current Thanksgiving festival to Give Thanks to God for the bountiful blessings we have.
According to Wikipedia, the traditional representation of where the first Thanksgiving was held in the United States has often been a subject of debate, though the debate is often confused by mixing up the ideas of a Thanksgiving holiday celebration and a Thanksgiving religious service.
Also it seems that there exist arguments regarding who we should thank on Thanksgiving Day. Most Americans give thanks to God for bountiful blessings they have. Some people say we should thank God and also farmers and growers who engage in producing crops and food. Some say we should not forget about Native Americans who helped colonists by giving them food and teaching them how to grow crops in order to survive a severe winter season and therefore we should thank God and Native Americans as well.
God blessed above mentioned settlers and these colonists were blessed in having good opportunities of getting food from Native Americans in the first year and having successful crop in the next year. That is why we should Give Thanks to God. I understand this idea is supported by majority of Americans.