Most elementary level students are familiar with the story of the "First Thanksgiving." They learn that the Pilgrims landed at Plymouth Rock in 1620. To celebrate their first harvest they held a feast; inviting the Wampanoag Indians, who had helped them adapt and survive, to join them.
The Pilgrim's Thanksgiving in 1621 was really just a continuation of a tradition they had experienced in Europe. In most agricultural societies it has been common throughout history to hold feasts and ceremonies during the time of the harvest.
The "First Thanksgiving," in the Americas may have actually taken place between Francisco Vásquez de Coronado and the Teya Indians at Palo Duro Canyon, Texas on May 23, 1541.