I am not sure if the Thanksgiving was meant as a 'Thanks' to the natives or to the Harvest, by the pilgrims. But around 17th century, the Pilgrims who fleed the religious persecution in England and then in Holland (to avoid cultural influence of Dutch), came to the new land, America. About half of the Pilgrims died the first year as they didn't knew the farming 'technology' of the new land and couldn't survive the cold. The natives told them how to harvest corn and other corps and the following year was success. I guess it was the third year when they saw a very dried weather and Pilgrim's chief (Governer?) asked for a day of mourning. Following that day, big rain came and they celebrated. My understanding is they started celebrating Thanksgiving after that and Lincoln made it official eventually. You don't go around thanking everybody in this prelude-to-Xmas day. You call your friends and family and gather around the dinning table to share a big large stuffed turkey. Thanksgiving orchestrate the beginning of a festive season which ends with New Year.