Americans may believe that they are celebrating the feast of Thanksgiving to honor the successful autumn harvest of the Mayflower passengers (Pilgrims) who settled into Plymouth, Massachusetts, in 1620. The truth is, however, that the autumn harvest was celebrated well before the pilgrims and has its roots in ancient Greece.
The ancient Greeks celebrated thanksgiving to honor Demeter, the goddess of harvest. in October. The Ancient Greeks even had a thanksgiving parade in mid-November, known as Maemacterion. Instead of Turkeys they would slaughter a black bull and all feast together. The tradition of a thanksgiving procession was started after the October harvest tradition, in 479 B.C. following the battle of Plataea. They would decorate wagons with myrtle boys and the sacrifical bull would be pulled by free youths followed by the head of the Plataea region dressed in military gear.
Later, the Romans, copied the Greeks and honored the grain goddess Ceres. Later, Jews observed Sukkot the Feast of Tabernacles in Autumn. There were also English Harvest celebration and other Dutch thanksgiving traditions that the Pilgrims were aware of before traveling to America and copying the feast.
But the truth is, they were merely following a tradition, copied from place to place throughout history and started in Ancient Greece!