Following a nineteenth century tradition, most Americans believe that the first American Thanksgiving was a feast that took place on an unremembered date, sometime in the autumn of 1621, at Plymouth Plantation, Massachusetts. In 1620, a group led by separatists from the Church of England, who were heading for Virginia, instead landed at Plymouth Rock, Massachusetts, for uncertain reasons. In the autumn of 1621, they celebrated a three-day harvest feast with the native Wampanoag people, without whom they would not have survived the winter of 1620. This event was not viewed as a thanksgiving celebration at the time; the colony would not have a Thanksgiving observance until 1623 — and that was a religious observance rather than a feast.
The nineteenth century reinterpretation of the 1621 festival has since become a model for the U.S. version of Thanksgiving, but it was an established tradition before the popularization of the Pilgrim mythology. For example, the modern Canadian Thanksgiving was brought to Canada by United Empire Loyalists after the American War for Independence.
The first known thanksgiving feast or festival in North America was celebrated by Francisco Vásquez de Coronado and the people he called "Tejas" (members of the Hasinai group of Caddo-speaking Native Americans) on 23 May 1541 in Palo Duro Canyon, Texas, to celebrate his expedition's discovery of food supplies. In the sense of a feast in gratitude to God celebrated by Europeans in North America, this has a claim to be the true first north American Thanksgiving. The next was apparently celebrated a quarter-century later on September 8, 1565 in St. Augustine, Florida. When Pedro Menéndez de Avilés landed, he and his men shared a feast with the aboriginal peoples. Later, the aboriginal people called themselves "apple-tangerines" (which may or may not indicate those fruits were on the menu at that "Thanksgiving"). Another candidate for the first true Thanksgiving in territory now part of the United States is the feast that the party of Don Juan de Onate celebrated April 30, 1598 near the site of San Elizario, Texas with the Manso Indians (Adams and Kendrick).