Thanksgiving began as part of the religion of the English colonists (who had emigrated to Holland because of religious persecution) called Pilgrims who made thanksgiving prayers a part of their religious ceremonies. It was days of prayer, not just feasting.
Contrary to belief, the first thanksgiving feast with Native Americans occurred by a spontaneous desire to celebrate and give thanks for their lifesaving harvest.The local natives had played a big part in their survival of that first winter in 1620. The colonists had landed in December at the beginning of winter, and although they had provisions, there wasn't any harvest of crops to store. Actually, it was poor planning by the London Stock Company that had financed the expedition to found a settlement.