The First Thanksgiving that is most commonly referenced is the feast in the fall of 1621 held in the Plymouth Colony. Of all the claims, the feast at the Plymouth Colony was the only one that was documented. It was documented by Edward Winslow and William Bradford. You can read the the actual documentation at Thanksgiving History.

The idea of giving thanks before a meal was very common place. Also, times were difficult and settling this country was difficult. Winters were rough and life was not easy. Therefore, it's not surprising there are a few claims to which harvest feast was actually the First Thanksgiving.

The first official Thanksgiving was declared by George Washington in 1789. Before 1789, many of the Colonies celebrated the harvest and gave thanks. However, all of the colonies celebrated on separate days and it is not even certain that all colonies had a celebration.
After George Washington declared an official Thanksgiving in 1789, Thanksgiving was not officially celebrated again until Abraham Lincoln was President in 1863. It was Abraham Lincoln that declared the day a national holiday. However, the movement to make Thanksgiving an annual tradition was led by Sarah J. Hale. She campaigned to make the day national holiday and wrote a letter to President Lincoln urging him to do so. The Thanksgiving Proclamation by Abraham Lincoln came at a very uncertain time in our nations history and it probably didn't take much prompting for President Lincoln to declare a holiday that all of the citizens of the United States shared common ground.

During Franklin Roosevelt's administration, there was some recomendation to shifting the holiday to the 3rd Thursday in November (from the last Thursday in Novemeber). The purpose seemed to be to extent the Christmas shopping season. Of course, at a time when we were struggling to pull out of the great depression, many efforts were made to stimulate the economy. However, in 1941, Congress determined that Thanksgiving would be the last day of November and that hasn't changed.

The "official" and "documented" version of Thanksgiving, is never as meaningful as discovering the reasons it became an official holiday. There are a few claims to the original Thanksgiving gathering. It's important to understand that of the claims to Thanksgiving, the feast at the Plymouth Colony is the most commonly accepted story of the "First Thanksgiving". It is also the only documented account of an actual feast. Furthermore, the fellowship shared by the Pilgrims and Indians make this particular story even more appropriate.

- The First Thanksgiving at Plymouth Colony
- Other Claims to the First Thanksgiving