The Mayflower Pilgrims were Calvinists, escaping from Stuart despotism in England in order to start a new life in a new world. I suppose they gave thanks to God on the first Thanksgiving for their escape from the evils of bishops and kings, perhaps too for their assurance of final perseverance and election to heaven.
I abhor Calvinism and find it strange that Christians who believe God to be a loving and merciful Father should ascribe a wickedness to Him infinitely in excess of the worst imaginable human parent. Viz. From all eternity he chooses some for damnation and others for salvation. Nasty bit of work, the Genevan devil-god and so maybe we shouldn't be surprised that the Pilgrim's New England descendants turned Unitarian within a century or so of landing in America.
That aside, have a great Thanksgiving. I'm off to the Dallas compound to beat up on some turkey.
Cheers,
LSP