Via the Writer’s Almanac:
The most detailed account of the first Thanksgiving comes from one of the Pilgrims, Edward Winslow. He wrote:
Our harvest being gotten in, our governor sent four men on fowling, that so we might after a special manner rejoice together after we had gathered the fruits of our labor. […] At which time, amongst other recreations, we exercised our arms, many of the Indians coming amongst us, and among the rest their greatest king Massasoit, with some ninety men, whom for three days we entertained and feasted.
Thanksgiving has been celebrated as a national holiday on different dates, in different months, and one year it was even celebrated twice. It wasn’t standardized until 1941, when President Roosevelt signed a bill declaring that the fourth Thursday in November would be Thanksgiving Day.