Ironically, the "Pilgrims" weren't known by that name until the 1820's, about 200 years after the "Separatists" as they were originally known arrived on the continent.
Although Thanksgiving celebrations dated back to the first European settlements in America, it was not until the 1860s that Abraham Lincoln declared the last Thursday of November to be a national holiday.
1 Thessalonians 5:18 - In every thing give thanks: for this is the will of God in Christ Jesus concerning you.
