A couple of Florida scholars say the first Thanksgiving actually was celebrated by Spaniards in what is now St. Augustine, Florida in 1565. (Presumably in Spanish, one of the official languages of Florida these days.)
So the debate goes on and on. But it first became an official government mandated holiday way back in 1941 when President Franklin Roosevelt signed legislation (y'all remember legislation, don't you?) naming the fourth Thursday of November every year as the day we celebrate, eat ridiculously huge meals and, if we remember, give thanks.
And, so says Wikipedia and who would argue with them, modern day Thanksgiving goes back to those Calvinists in New England. Just never mind the Spaniards and Mexicans and Indians who went before.
Kind of like how we tend to forget or ignore our history even today.