Well, actually, being from the Commonwealth of Virginia, this is the 400th Anniversary of Thanksgiving in America - you see, it occurred first in 1619 at the Berkeley Plantation in Virginia. It wasn't a day of feasting, but a day of thanksgiving prayers - Here's some information you are free to Google for (that's how I got the info below):
It was believed to have been around December 4, 1619 when, "As instructed by the London Company, Captain Woodlief prayed: “We ordaine that this day of our ships arrival, at the place assigned for plantacon, in the land of Virginia, shall be yearly and perpetually kept holy as a day of Thanksgiving to Almighty God.”
You see, the Berkeley Company had given a very specific list of ten instructions to the settlers when they departed England. The very first instruction was upon landing that they give a prayer of Thanksgiving for their safe voyage and to do so annually and perpetually thereafter."
further historical proof is in the November 24, 1969 Congressional Record (Volume 115, Number 194), which tells the story of The Virginia First Thanksgiving. The Congressional Record gives a glowing review of the Virginia Thanksgiving Festival itself. In it, Senator Harry F. Byrd Jr. recognizes the officers of the festival and asks to have a Thanksgiving Prayer read into the Record. There being no objection, this was done.
Lastly, In an article written in October, 1986 by Nancy G. Houser, titled “Whose Thanksgiving Is It?,” she refers to other observances of thanks being given, both before and after what we consider to be the “official” first Thanksgiving in Virginia and the New World. All of those observances were spontaneous and were not repeated on a regular basis, as was the Berkeley ritual. The annual Berkeley religious ceremony was performed as a result of specific instructions given by the London Company to do so, it was almost two years before the Massachusetts celebration, which was a one time event based upon the recommendation of Plymouth Colony Governor William Bradford and was not held because of any official proclamation from England. They held several Thanksgiving’s after that, but not on a regular basis. Massachusetts didn’t even publish a proclamation ordaining such a Thanksgiving observance until 1633, 12 years after their first celebration. The Massachusetts event was a harvest feast with their Native American friends, whereas the Berkeley event was strictly religious.