There's a great deal of confusion over when the first Thanksgiving actually took place and what exactly the pilgrims were so thankful for. Some scholars believe that they had achieved victory in a war with neighboring Indian tribes, while others think it was as innocent as celebrating a great harvest.
Regardless, the first government-sanctioned Thanksgiving didn't actually take place until 1863. It was President Abraham Lincoln who declared it a national holiday to help bring people back together after the Civil War. While the concept was nothing new, it was the first time it was given an official date.