Thanksgiving has been a national holiday, held every November, since President Abraham Lincoln declared it so in 1863. As you no doubt learned early in your schooling, the actual history of Thanksgiving goes back even further. When and where exactly is somewhat in dispute, though.
The tradition of celebrating an occasion with a festival centered around food has ancient origins, dating all the way back to the Egyptians, Greeks and Romans, all of whom feasted to honor their gods annually after a fall harvest. The Jewish harvest festival of Sukkot has also been called an early version of Thanksgiving. But in the U.S., at least, Native Americans have long gathered together with food and ceremony to commemorate the fall harvest—way before settlers showed up on their shores.