First Thanksgiving Day By Lilia Adme Sep 6, 1620 The Pilgrims sailed to America from England in the Mayflower Dec 31, 1620 The Pilgrims arrived in Plymouth in winter was very cold and almost half of the Pilgrims die that winter Nov 24, 1621 First Thanksgiving Fall Feast Celebrated by Pilgrims and Wampanoag Indians shared an autumn harvest feast . Oct 20, 1777 First time all 13 colonies joined in a Thanksgiving Nov 3, 1789 George Washington proclaimed a National day of Thanksgiving Nov 3, 1863 President Lincoln proclimed the last Thursday of November as National day of Thanksgiving