The following post from www.wallbuilders.com outlines for us the truth about our history and contains many facts you may be unaware of.
The tradition of Thanksgiving as a time to focus on God and His blessings dates back almost four centuries in America. While such celebrations occurred at Cape Henry Virginia as early as 1607, it is from the Pilgrims that we derive the current tradition of Thanksgiving.
The Pilgrims set sail for America on September 6, 1620, and for two months braved the harsh elements of a storm-tossed sea. After disembarking at Plymouth Rock, they had a prayer service and began building hasty shelters, but unprepared for a harsh New England winter, nearly half died before spring.
Yet, persevering in prayer, and assisted by helpful Indians, they reaped a bountiful harvest the following summer. The grateful Pilgrims then declared a three-day feast in December 1621 to thank God and to celebrate with their Indian friends America's first Thanksgiving Festival. This began an annual tradition in the New England Colonies that slowly spread into other Colonies.
The first national Thanksgiving occurred in 1789. According to the Congressional Record for September 25 of that year, immediately after approving the Bill of Rights:
Mr. [Elias] Boudinot said he could not think of letting the [congressional] session pass without offering an opportunity to all the citizens of the United States of joining with one voice in returning to Almighty God their sincere thanks for the many blessings He had poured down upon them. With this view, therefore, he would move the following resolution:
Resolved, That a joint committee of both Houses be directed to wait upon the President of the United States to request that he would recommend to the people of the United States a day of public thanksgiving and prayer. . . .
Mr. Roger Sherman justified the practice of thanksgiving, on any single event, not only as a laudable one in itself but also as warranted by a number of precedents in Holy Writ. . . . This example he thought worthy of a Christian imitation on the present occasion.
The resolution was delivered to President George Washington, who heartily concurred with the congressional request, declaring:
Whereas it is the duty of all nations to acknowledge the providence of Almighty God, to obey His will, to be grateful for His benefits, and humbly to implore His protection and favor. . . . Now, therefore, I do appoint Thursday, the 26th day of November 1789 . . . that we may all unite to render unto Him our sincere and humble thanks for His kind care and protection.
National Thanksgiving Proclamations occurred sporadically following this one, and most official Thanksgiving observances still occurred only at the State level. Much of the credit for the adoption of an annual national Thanksgiving may be attributed to Mrs. Sarah Josepha Hale, the editor of Godey's Lady's Book. For over twenty years, she promoted the idea of a national Thanksgiving Day, contacting President after President until Abraham Lincoln responded in 1863 by setting aside the last Thursday of November, declaring:
We are prone to forget the Source from which [the blessings of fruitful years and healthful skies] come. . . . No human counsel hath devised nor hath any mortal hand worked out these great things. They are the gracious gifts of the Most High God. . . . I do, therefore invite my fellow-citizens in every part of the United States . . . to observe the last Thursday of November next as a day of thanksgiving and praise to our beneficent Father Who dwelleth in the heavens.
For the next seventy-five years, Presidents followed LincolnÌs precedent, annually declaring a national Thanksgiving Day. Then, in 1941, Congress permanently established the fourth Thursday of each November as a national holiday.
As you celebrate the Thanksgiving holiday this year, remember to retain the original gratefulness to God that has always been the spirit of this, the oldest of all American holidays.
[Congress] recommended [a day of] . . . thanksgiving and praise [so] that the good people may express the grateful feelings of their hearts and join . . . their supplication that it may please God, through the merits of Jesus Christ to forgive [our sins] and . . .to enlarge [His] kingdom which consisteth in righteousness, peace and joy in the Holy Ghost. (Continental Congress, 1777 - Written by Signers of the Declaration Samuel Adams and Richard Henry Lee)
[I] appoint . . . a day of public Thanksgiving to Almighty God. . . to [ask] Him that He would . . . pour out His Holy Spirit on all ministers of the Gospel; that He would . . . spread the light of Christian knowledge through the remotest corners of the earth; . . . and that He would establish these United States upon the basis of religion and virtue. (Governor Thomas Jefferson, 1779)
I. . appoint . . . a day of public thanksgiving and praise . . . to render to God the tribute of praise for His unmerited goodness towards us . . . [by giving to] us . . . the Holy Scriptures which are able to enlighten and make us wise to eternal salvation. And [to] present our supplications...that He would forgive our manifold sins and . . . cause the benign religion of our Lord and Savior Jesus Christ to be known, understood, and practiced among all the inhabitants of the earth. (Governor John Hancock, 1790)
 Benson Lossing, Our Country. A Household History of the United States (New York: James A. Bailey, 1895), Vol. 1, pp. 181-182; see also National Park Service, "Robert Hunt: Jamestown's First Chaplain" (at http://www.nps.gov/archive/colo/Jthanout/RHunt.html).
 William Bradford, History of Plymouth Plantation (Boston: Little, Brown & Co, 1856), pp. 74, 78, 80, 91.
 William Bradford, History of Plymouth Plantation (Boston: Little, Brown & Co, 1856), p. 100.
 William Bradford, History of Plymouth Plantation (Boston: Little, Brown & Co, 1856), p. 105.
 Ashbel Steele, Chief of the Pilgrims: Or the Life and Time of William Brewster (Philadelphia: J.B. Lippincott & Co, 1857), pp. 269-270.
 William DeLoss Love, Jr, The Fast and Thanksgiving Days of New England (Boston: Houghton,, Mifflin & Co, 1895), pp. 87-90.
 The Debates and Proceedings in the Congress of the United State (Washington: Gales & Seaton, 1834), Vol. I, pp. 949-950.
George Washington, Writings of George Washington, Jared Sparks, editor (Boston: Russell, Odiorne and Metcalf, 1838), Vol. XII, p. 119, Proclamation for a National Thanksgiving on October 3, 1789.
 See, for example: H.S.J. Sickel, Thanksgiving: Its Source, Philosophy and History With All National Proclamations (Philadelphia: International Printing Co, 1940), pp. 154-155, "Thanksgiving Day- 1795" by George Washington, pp. 156-157, "Thanksgiving Day -1798" by John Adams, pp. 158-159, "Thanksgiving Day-1799" by John Adams, p. 160, "Thanksgiving Day- 1814" by James Madison, p. 161, "Thanksgiving Day-1815" by James Madison.
 Appleton's Cyclopedia of American Biography, James Grant Wilson & John Fiske, editors (New York: D. Appleton & Co, 1888), Vol. III, p. 35.
 The Works of Abraham Lincoln, John H. Clifford & Marion M. Miller, editors (New York: University Society Inc, 1908), Vol. VI, pp. 160-161, Proclamation for Thanksgiving, October 3, 1863, The American Presidency Project, "Abraham Lincoln: Proclamation- Thanksgiving Day, 1863" (at http://www.presidency.ucsb.edu/ws/index.php?pid=69900&st=&st1=)
 The National Archives, "Congress Establishes Thanksgiving" (at http://www.archives.gov/legislative/features/thanksgiving/); see also Pilgrim Hall Museum, "Presidential Thanksgiving Proclamations 1940-1949: Franklin D. Roosevelt, Harry S. Truman" (at http://www.pilgrimhall.org/ThanxProc1940.htm), Proclamation 2571: Days of Prayer: Thanksgiving Day and New YearÌs Day, November 11, 1942, referring to a Ïjoint resolution of Congress approved December 26, 1941, which designates the fourth Thursday in November of each year as Thanksgiving Day.
Journals of the Continental Congress (Washington: Government Printing Office, 1907), Vol. IX, p. 855, November 1, 1777.
 The Papers of Thomas Jefferson, Julian P. Boyd, editor (Princeton: Princeton University Press, 1951), Vol. 3, p. 178, Proclamation Appointing a Day of Thanksgiving and Prayer, November 11, 1779.
 John Hancock: Proclamation for a Day of Public Thanksgiving (Boston, 1790), from an original in possession of the author.