Abraham Lincoln proclaimed Thanksgiving Day to be the last Thursday in November of 1863. He did it to buck up the nation and remind them, though not overtly, that the Civil War was coming to an end, successfully, for the Union. He also did it to help kick off his re election campaign, one that a lot of people doubted he could win, to a term in office he would not be able to fulfill. The Civil War was not a popular war and never less so than at the end of 1863.
Later, the Jewish merchant class took up the Thanksgiving holiday as a celebration they could support without blatant hypocrisy and use as a kick off for merchandising during the following Christian holiday season.
The whole tradition of commemorating the Pilgrims first harvest in an new land by inviting the local indigenous people to a big feast, has never been really documented and is likely a big pile of shit.
Enjoy yourself anyway. It's as good a holiday as any other. Probably better. Even church goers, while they work it into the program, like they do with every other God Damned thing there is, tend to keep the Sky Faerie stuff to a minimum on Thanksgiving.
Eat yourself sick. Get good and drunk. Watch football. Call your brother's wife a whore. Make fun of your sister's husband for being a sissyboy and inadequate provider. Then, stomp out mad or if it's your house, kick everybody else out, continue drinking until it's time to terrorize the children and beat the wife. It's traditional.