Yesterday the United States celebrated yet another Thanksgiving Day. I think that Thanksgiving is a marvelous holiday, but it is hardly uniquely American. As a matter of fact, it is hardly recent, if you can call something that supposedly began in 1621 as recent.
As a matter of fact, celebrations of the harvest at about this time of year go back millennia. It is known that the Egyptians has such a celebration, and it seems that such festivals have occurred off and on in all agrarian civilizations since prehistory.
However, we shall confine our discussion to the US holiday (Canada has a similar one, celebrated in October due to the earlier onset of cold weather). Almost all of our "knowledge" about this festival is imparted in children in the early years of grade school, and almost all of it is either very speculative or is created from whole cloth.