The Pilgrim story has been told over and over.
I remember being told the story in grade school. We dressed like Pilgrims and Indians for the Thanksgiving program.
This band of separatists sought nothing more than religious freedom.
They fled England and went to Holland, where the Dutch were much more tolerant of religion. But fear of a renewed war with Spain helped in the decision to move to America.

Imagine what America was like in 1620.
No great cities or roadways.
The largest English settlement was probably Jamestown, located in modern day Virginia.
There were other settlements across the continent from the Spanish and French also.
The Pilgrims were heading to Jamestown but landed on Cape Cod.
Remote and unrefined wilderness was found.
They settled and began work.

To make a long story short, many died, others lived, the Indians helped them survive, and the first big harvest was celebrated with a three day event.
This eventually became the shadow of our modern day Thanksgiving.
It should not be a singular, yearly celebration; but should be an ongoing, daily celebration of the Father.

Be anxious for nothing, but in everything by prayer and supplication, with thanksgiving, let your requests be made known to God; and the peace of God, which surpasses all understanding, will guard your hearts and minds through Christ Jesus. Phil 4:6-7
Continue earnestly in prayer, being vigilant in it with thanksgiving; Col 4:2
For all things are for your sakes, that grace, having spread through the many, may cause thanksgiving to abound to the glory of God. 2 Cor 4:15
Thanksgiving is not just a holiday but is an everyday giving of thanks, praise, and honor to what the Father is doing for you through His son, Jesus!
Be thankful today and every day!