The history books will tell you that the first Thanksgiving was celebrated by the pilgrims in 1621. Not true.
An interesting bit of trivia is that the first American Thanksgiving was actually celebrated on September 8, 1565 in St. Augustine, Florida. The Native Americans and Spanish settlers held a feast and the Holy Mass was offered.
The Catholic origins of Thanksgiving don't stop there. Squanto, the beloved hero of Thanksgiving, was the Native American man who mediated between the Puritan Pilgrims and the Native Americans. Squanto had been enslaved by the English but he was freed by Spanish Franciscans. Squanto thus received baptism and became a Catholic. So it was a baptized Catholic Native American who orchestrated what became known as Thanksgiving.
All that being said, Thanksgiving is traditionally Protestant and marks the tradition of religious toleration (something in which the Puritan pilgrims did not actually believe - they set up a "theocracy").
My wife once taught at a high-church Episcopalian/Anglican classical school in Philadelphia. The school consciously played down the significance of Thanksgiving. Why? The reason is simple. At root, Thanksgiving commemorates the good fortune of political and ecclesiastical rebels against the Church of England and the Anglican tradition as a whole.
It all started with Richard Clyfton who was a Church of England parson in Nottinghamshire in the early 1600s. Clifton sympathized with the Separatists of that era. Separatists were Calvinistic non-conformists to the doctrine and liturgy of the Church of England. The Hampton Court Conference held by King James I (1604) condemned those who would not conform to the more outwardly Catholic usages in the Church of England (e.g. robes, candles, bowing the head at the name of Christ, processions). The result was that Richard Clyfton was “defrocked” and stripped of his clerical status in the Church of England. Shortly thereafter Richard Clyfton went to Amsterdam and was followed by his disciples: the Pilgrims.
These Pilgrims moved around a bit until finally coming to America in 1620. An interesting bit of trivia is that one child was born on board the Mayflower while at sea. The child was given the rather lame name: “Oceanus”. Poor child.
In 1621, the Pilgrims allegedly celebrated a happy meal with the Native Americans and the rest is history. So why would an Anglican school be against Thanksgiving? It celebrates those who defied the Church of England and the Crown of England.
Now that I’m no longer an Anglican and now a Catholic, things are a bit different. The penal laws of England regarding non-conformists affected not only the rigorous Calvinistic Puritans in England, but also the English Catholic recusants. The Pilgrims shared the same lot as the Catholic faithful of England. Interestingly enough, the Catholics who lived in Nottinghamshire where the Pilgrims originated were persecuted mercilessly.
So while Thanksgiving may celebrate the Calvinist Separatists who fled England, Catholics might remember the same unjust laws that granted the crown of martyrdom to Thomas More, John Fisher, Edmund Campion, et al. are the same injustices that led the Pilgrims to Plymouth.
Another bit of trivia is that the truly “First Thanksgiving” celebration occurred on American soil on April 30, 1598 in Texas when Don Juan de Oñate declared a day of Thanksgiving to be commemorated by the Holy Sacrifice of the Mass.
And let everyone remember that “Thanksgiving” in Greek is Eucharistia. Thus, the Body and Blood of Christ is the true “Thanksgiving Meal”.
http://cantuar.blogspot.com/2009/11/catholic-origins-of-first-thanksgiving.html