The tradition of celebrating the holiday on Thursday dates back to the early history of the Plymouth and Massachusetts Bay colonies. A famous Thanksgiving observance occurred in the autumn of 1621, when Plymouth governor William Bradford invited local members of the Wampanoag tribe to join the Pilgrims in a festival held in gratitude for the bounty of the season.
Thanksgiving became an annual custom throughout New England in the 17th century, and in 1777 the Continental Congress declared the first national American Thanksgiving following the Patriot victory at Saratoga. In 1789, President George Washington became the first president to proclaim a Thanksgiving holiday, when, at the request of Congress, he proclaimed November 26, a Thursday, as a day of national thanksgiving for the U.S. Constitution. However, it was not until 1863, when President Abraham Lincoln declared Thanksgiving to officially fall on the last Thursday of November, that the modern holiday was celebrated nationally.
To learn more about the founding of Thanksgiving, click here.