I understand where u r coming from on this, but let me tell you it will be much better than you are expecting. Bascially all you gotta do is be open and do not be shy and be too reserve, or you will be inexistance soon. So try to be relax, laugh and crack up some humor(alwz works).
And all those culture and religion is mostly in your head. Just don't even think about that, more you think more conscious you will be. Introduce youself, they will ask u to repeat your name n stuff and they you will prolly ask do you guys celebrate thanksgivingor not? n all those basic questions...

So bottom line is, since you are already in relationship, and they have already invited you means they are happy about it but still would like to meet you, which is totally understandble and since they invited you for thanks giving.... All I see in Green light buddy.....
Also since they are Mexican families you can worry less about culture and skin color....Enjoy the Turkey
Goodluck...