"The vast majority of Americans have been taught---incorrectly, that the first Thanksgiving was between the Pilgrims and Indians in 1621.
The first Thanksgiving to the one true God was celebrated eighty years before the Pilgrims’ feast on September 8, 1565 in St. Augustine, Florida between Catholic settlers and the Indians, and the Holy Mass was offered. The Pilgrims later copied the event from 1565
And let everyone remember that "Thanksgiving" in Greek is Eucharistia. Thus, the Body and Blood of Christ is the true "Thanksgiving Meal".
https://www.catholiceducation.org/en/controversy/common-misconceptions/the-catholic-origins-of-thanksgiving.html