When I was a kid, I was taught that the Pilgrims had the first Thanskgiving in 1621 to celebrate a successful harvest. They invited the local Wampanoag, who had helped them adapt to their new homeland, and everyone had a great time. We've been celebrating Thanksgiving ever since.
Apparently the history of Thanksgiving is a little more complicated. My friend Robert Sullivan gave me a copy of James W. Baker's Thanksgiving: the Biography of An American Holiday, and what I read was very illuminating. James Baker was the director of research at Plimoth Plantation, so I think he knows what he's talking about. It seems the roots of Thankgiving go back farther than Plymouth, all the way back to England.
According to Baker, the Puritans in England regularly declared fast days, when the people atoned for their sins, and days of thanksgiving, when they celebrated God's providence. Fast days were declared when there was trouble in the world - plagues, wars, droughts, etc. Thanksgiving days were declared when things were going well - victory in war, a bountiful harvest, the death of an unpopular dictator, etc. Fasts and thanksgiving days were not calendrical holidays celebrated annually on particular dates, like we have today, but were announced by the clergy based on world or community events, and were known as "providential holidays." Some years could have several of both, some years could have none.
Only clergy were allowed to announce fast days and thankgiving days, since both involved lengthy church services. On fast days, people abstained from all food. On thanksgiving days, the church service was followed by feasting.
After the Pilgrims came to Plymouth, the first holiday the clergy announced was a day of fasting in July of 1623, during a serious drought. As the Puritans established more settlements in New England they declared other providential holidays, to commemorate things like the end of the Pequot War, or an unusually large catch of fish.
As the colonies became larger, local governments took on the job of declaring annual fast days and thanksgiving days. A fast day was usually celebrated every spring (conveniently when there was not much food available), and a day of thanks was celebrated annually in late November or December, when there was plenty of food available after the harvest and livestock slaughter.
So where does the Pilgrim and Wampanoag harvest celebration of 1621 fit into this history? Interestingly, although the Pilgrims were quite thankful for the harvest, that celebration was not declared an official day of thanks by the clergy. In his journal, Governor Bradford makes note of the feasting, but does not call it a thanksgiving holiday. So technically, that celebration in 1621 was not really the first Thanksgiving. It was, however, a great party.
I think William DeLoss Love, a 19th century historian, sums it up best:
"It was not a thanksgiving at all, judged by their Puritan customs, which they kept in 1621; but as we look back upon it after nearly three centuries, it seems so wonderfully like the day we love that we claim it as the progenitor of our harvest feasts."