The Pilgrims celebrated at Plymouth for three days after their first harvest in 1621. The exact time is unknown, but it was between Sept. 21 and Nov. 11, 1621, with the most likely time being around Michaelmas (Sept. 29). It included the 50 Pilgrims who remained of the 100 who had landed, and 90 Native Americans who were invited as honored guests. The feast was cooked by the four adult Pilgrim women who survived their first winter in the New World (Eleanor Billington, Elizabeth Hopkins, Mary Brewster, and Susanna (White) Winslow), along with young daughters and male and female servants.
Two colonists gave personal accounts of the 1621 feast in Plymouth, Massachusetts. The Pilgrims were NOT the same as the Puritans who built their Massachusetts Bay Colony in Boston in 1628, and did not dress like them.
The modern Thanksgiving holiday was decided by President Abraham Lincoln during the American Civil War for political reasons, and is only loosely connected to the original Pilgrim Thanksgiving. The lesson plan in the linked toolkit screen tells much more, as does the book below.