Here in the United States we celebrate this holiday to be thankful to God, in principle, for the freedom and safe passage in the New World of the original Virginia colonists.
Here's what Wikipedia has to offer: Thanksgiving or Thanksgiving Day, presently celebrated on the fourth Thursday in November, has been an annual tradition in the United States since 1863. It did not become a federal holiday until 1941. Thanksgiving was historically a religious observation to give thanks to God, but is now primarily identified as a secular holiday.
The First Thanksgiving was celebrated to give thanks to God for helping the pilgrims survive the brutal winter. The first Thanksgiving feast lasted three days providing enough food for 53 pilgrims and 90 Indians. The feast consisted of fowl, venison, fish, lobster, clams, berries, fruit, pumpkin, and squash. However, the traditional Thanksgiving menu often features turkey, stuffing, sweet potatoes and pumpkin pie.
And so we feast. But more interestingly, what meanings remain extant within nature, God and our current habitation of this country? The connection between man, nature, and contemporary spirituality informs our built cities, our commerce, our view of what the world should be and our role in shaping it. Or in effecting its disintegration. A paired article in the Wall Street Journal poses the question in the form of "Man vs. God", very intelligently argued by Richard Dawkins and Karen Armstrong.
But I think our world view is moving beyond this dialectical thinking and into an understanding of how the entire web of life and its critical biodiversity is linked, and informed with grace, leaving us with the large responsibilities of stewardship. Ironically, science and database analysis, the arts and religion are beginning to converge on a view of our lands and seas as things to be nurtured and worked with, not conquered. We're just beginning to see, and comprehend.