The Thanksgiving holiday has nothing to do with the Pilgrims.

It was started by President Lincoln.

In New York they were conscripting people for the war.
They were getting uppity and started to form mobs.
Lincoln ordered the troops to shoot down the streets to disperse them.

Many people were very upset by this
So Lincoln announced a national day of Thanks Giving.

(A day of Thanks Giving, i probably also have to explain, but it is too much typing)