Thanksgiving

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On Wednesday, December 4, 1619, a group of 38 English settlers arrived at Berkeley Hundred, about eight thousand acres (32 km²) on the north bank of the James River near Herring Creek in an area then known as Charles Cittie (sic) about 20 miles upstream from Jamestown, where the first permanent settlement of the Colony of Virginia was established on May 14, 1607.
The group's charter required that the day of arrival be observed yearly as a "day of thanksgiving" to God. On that first day, Captain John Woodleaf held the service of thanksgiving. Here is the section of the Charter of Berkeley Hundred which specifies the thanksgiving service:
"Wee ordaine that the day of our ships arrival at the place assigned for plantacon in the land of Virginia shall be yearly and perpetually keept holy as a day of thanksgiving to Almighty God."
During the Indian Massacre of 1622, nine of the settlers at Berkeley Hundred were killed, as well as about a third of the entire population of the Virginia Colony. The Berkeley Hundred site and other outlying locations were abandoned as the colonists withdrew to Jamestown and other more secure points.
After several years, the site became Berkeley Plantation, and was long the traditional home of the Harrison family, one of the First Families of Virginia. In 1634, it became part of the first eight shires of Virginia, as Charles City County, one of the oldest in the United States, and is located along Virginia State Route 5, which runs parallel to the river's northern borders past sites of many of the James River Plantations between the colonial capital city of Williamsburg (now the site of Colonial Williamsburg) and the the capital of the Commonwealth of Virginia at Richmond.
Berkeley Plantation continues to be the site of an annual Thanksgiving event to this day.

1621 Thanksgiving, The Pilgrims in Massachusetts

The early settlers of Plymouth Colony in Massachusetts were particularly grateful to Squanto, the Native American and former British slave who taught them how to both catch eel and grow corn and also served as their native interpreter. Without Squanto's assistance, the settlers might not have survived in the New World.
The Plymouth settlers (who came to be called "Pilgrims") set apart a holiday immediately after their first harvest in 1621. They held an autumn celebration of food, feasting, and praising God. The Governor of Plymouth invited Grand Sachem Massasoit and the Wampanoag people to join them in the feast. Evidence to support that claim came from diaries of Plymouth. The settlers fed and entertained the Native Americans for three days, at which point some of the Native Americans went into the forest, killed 5 deer, and gave them to the Governor as a gift.
The Pilgrims' Thanksgiving festivals were made successful not only by the generosity of local Native Americans, but by incentives, private property and enlightened self-interest.
Quoting from Plymouth Bay Colony governor William Bradford's Of Plimoth Plantation, she notes that after arriving in North America, the Pilgrims had continued the English agricultural practice of "farming in common." All producers' harvest was put into a common pool, and rationed according to need. The first three harvests from 1621-3 were poor. Despite their religious beliefs, the Pilgrims began to steal from each other to avoid starvation.
Bradford abolished "farming in common," and assigned each family a plot of land of their own. Motivated by Adam Smith's "invisible hand" of capitalism and self interest (over 100 years before Smith wrote those words), the Pilgrims enjoyed a bountiful harvest. Settlers who had previously claimed to be too old or sick added to the economic output, eventually producing enough to allow trading of surplus corn for furs or other goods. With the proper incentives in place, the Pilgrims had successful harvests from 1623 until at least 1647, the end of Bradford's colonial history.