Thursday was a special day for Puritan colonists in New England, with ministers giving a religious lecture on Thursday afternoons, so that could have contributed to the Thursday Thanksgiving tradition (although, for a brief five-year period in the 1600s, Thanksgiving was held on Nov. 25). At any rate, Thanksgiving has been held on a Thursday in November since George Washington’s presidency.
Washington declared a day of thanksgiving and prayer in 1789, partly to honor the new U.S. Constitution but mostly to acknowledge “the providence of Almighty God, to obey his will, to be grateful for his benefits, and humbly to implore his protection and favor”
It took the trauma of the Civil War to make Thanksgiving a formal, annual holiday. Lincoln issued his proclamation on Oct. 3, 1863, three months after Union Army victories at Gettysburg and Vicksburg, and at a time in which ultimate triumph appeared in sight.
Writing that the nation’s many blessings “should be solemnly, reverently and gratefully acknowledged” by the American people, Lincoln declared: “I do therefore invite my fellow-citizens in every part of the United States, and also those who are at sea and those who are sojourning in foreign lands, to set apart and observe the last Thursday of November next as a day of thanksgiving and praise to our beneficent Father who dwelleth in the heavens.”
Why Thank Squanto 
Behind it, all was Squanto, the Catholic Native American, a member of the Patuxet tribe best known for being an early liaison between the native populations in Southern New England and the Mayflower Puritans (Pilgrims).
Years prior, Squanto had been captured by the English and freed by Franciscans who educated and catechized him. It is not known with complete certainty that he converted to Catholicism, but it is highly likely, as his Christianity is documented.
When the Mayflower landed in 1620, Squanto worked to broker peaceable relations between the Pilgrims and the local Pokanokets. He played a key role in the early meetings in March 1621, partly because he spoke English. He then lived with the Pilgrims for 20 months, acting as a translator, guide, and advisor.
The First Thanksgiving Was In Flordia
Today many historians recognize that the truly first thanksgiving celebration in the new land was most likely in St. Agustine Florida 55 years before the pilgrims arrived in Plymouth
Secrets of Spanish Florida ~ The First Thanksgiving Was Actually in St. Augustine | Secrets of the Dead | PBS
55 years before the Pilgrims even arrived in Plymouth, the first true Thanksgiving took place in St. Augustine, Florida.
Whatever its original roots the important aspect of thanksgiving is best summed up in the words of the late Cardinal George
“Recognizing that none of us is self-made and unwilling to declare ourselves a cosmic accident, we turn to the Author of all that is and say thanks. In the face of a gift that cannot be matched in return, all one can do is be grateful.” —Cardinal Francis E. George