Despite what you might have learned in school, the Pilgrims did not celebrate the first Thanksgiving in America. In fact, the particular Pilgrim event that is often cited as the first Thanksgiving ever wasn’t even the Pilgrims' first Thanksgiving—they had several before then, at various times, and none of them were an annual occurrence.
Thanks A Million
Around the time the Pilgrims came to America in 1620, it was common in England and many parts of Europe to frequently set aside days for giving thanks to God. In the New World, where life was harsh in the beginning, there were numerous opportunities to hold such days of thanks: when a particularly good crop would come in; any time a drought ended; when villagers survived a particularly harsh winter; or whenever a supply ship arrived safely from Europe. This practice actually remained fairly common up until the time Thanksgiving became a national holiday in 1863. Most of these celebrations bore little resemblance to what we think of as Thanksgiving. Indeed, even the particular Thanksgiving day that the Pilgrims celebrated in the fall of 1621 bore little resemblance to what is depicted now.
So who actually celebrated the first Thanksgiving in America? Nobody knows for sure. There are three popular examples that are often referenced as the actual “firsts,” and pre-date the Pilgrims' celebration. On September 8, 1565, explorer Pedro Menéndez de Avilé and a group of Spaniards celebrated a day of thanksgiving in Saint Augustine, Florida. Menéndez de Avilé even invited the Timucua tribe to dine with them on that Thanksgiving. In 1598, Spanish explorer Juan de Onate and his crew held a thanksgiving festival on the banks of the Rio Grande after they had successfully crossed over 350 miles of Mexican desert. And On December 4th, 1619, 38 settlers on a ship called the Margaret landed about 20 miles from Jamestown. Their charter required that the day of landing be set aside as a day of thanksgiving both on that first date and every year after. This tradition died out due to the Indian Massacre of 1622, where many of the settlers were killed and most of the rest fled to Jamestown.
So why is the fall 1621 Pilgrim Thanksgiving often considered the very first Thanksgiving? This is largely thanks to Sarah Josepha Hale, one of the most influential women in American history (one of her most famous works is the nursery rhyme “Mary Had a Little Lamb," which was published in 1830). She was enamored with the Pilgrim event that she had read about in a passage by William Bradford in Of Plymouth Plantation, and loved the Thanksgiving tradition, which was somewhat common in New England at the time. She tirelessly campaigned for over 20 years to have Thanksgiving become a national holiday with a set date and was ultimately successful. (Prior to that, states celebrated Thanksgiving when they wished, usually between October and January.)
Her highly circulated editorials are why we view the Pilgrim’s 1621 Thanksgiving as the first. She also gets credit for many of the traditions we now tend to attribute to that Thanksgiving, even though there are actually only two brief passages that record what happened during the Thanksgiving celebration in the fall of 1621. For example, things like the tradition of eating turkey, mashed potatoes, stuffing, cranberry sauce, and pumpkin pie on Thanksgiving were all popularized by Hale; it is extremely unlikely that the Pilgrims actually ate any of those things.