In 1621, the Plymouth colonists and the Wampanoag shared an autumn harvest feast that is acknowledged today as one of the first Thanksgiving celebrations in the colonies. For more than two centuries, days of thanksgiving were celebrated by individual colonies and states. In 1863, in the midst of the Civil War, that President Abraham Lincoln proclaimed a national Thanksgiving Day to be held each November.
Source: history.com
Contrary to the Thanksgiving myth, the Pilgrim-Wampanoag encounter was no first-contact meeting. Rather, it followed a string of bloody episodes since 1524 in which European explorers seized coastal Wampanoags to be sold into overseas slavery or to be trained as interpreters and guides. The Wampanoags reached out to the Pilgrims not only despite this violent history, but also partly because of it.
The annual Macy’s Thanksgiving Day Parade in New York City is the world’s largest parade. The parade started in 1924, tying it for the second-oldest Thanksgiving parade in the United States with America’s Thanksgiving Parade in Detroit. Wikipedia