The third year after the Pilgrims arrived at Plymouth Rock, the spring and summer was so hot and dry that the crops died in the fields. Governor Bradford ordered a day of fasting and prayer to try to end this plague, and it wasn't long after this that the rain came!
In true Thanksgiving, November 29th of that year was proclaimed a day of celebration and the party lasted for three days! This day of feasting, parading and game-playing is believed to be the true beginning of today's American Thanksgiving Day.
The custom of an annually celebrated day of Thanksgiving, held after the harvest, has carried on down the years. During the American Revolution (late 1770's) a national day of Thanksgiving was suggested by the Continental Congress.