Thanksgiving is an annual one-day holiday to give thanks to God for the close of the harvest. It is generally celebrated in America on the fourth Thursday in November, in Canada on the second Monday in October. This is what happens when the colonials reject the mother country; they go to pot and can't agree on anything.
Thanksgiving is based upon the British custom of celebrating Harvest Festival, usually in late September, when the last of the crops, particularly wheat, are safely gathered in. The tradition of Harvest Festival was taken to the North Americas by the early Puritan settlers, when merely surviving their first year was enough to thank God.
I am a gardener and a cook; any major achievement or family event is celebrated with food, and preferably with a feast. Makes perfect sense.