Thanksgiving: Facts & history on why we celebrate --- When was the first Thanksgiving celebrated? Did people always eat turkey and cranberries on this day? Who were the Pilgrims anyway? See gallery -- There are a number of claims about the first Thanksgiving, but the most common one is that it took place in Plymouth Colony, Mass, in 1621. -- Gov. William Bradford, leader of the Plymouth Pilgrims, invited the neighboring Wampanoag Indians to the feast. Mashed potatoes and pumpkin pies were probably not present, but chances are lobster, seals and swans were. -- ndividual colonies and states celebrated days of thanks for centuries. In 1863, President Abraham Lincoln proclaimed a national Thanksgiving Day to be held each November. Americans have been getting together with family for food and some football ever since, sometime traveling hundreds of miles to spend the day with loved ones. - More, msn.com/pop