The first Thanksgiving was a three-day feast with the Pilgrims and Native Americans, held sometime between September 21 and November 11, 1621. The revised date for the Thanksgiving holiday was set in 1939 by President Roosevelt, who was pressured by retailers to give consumers additional time to shop for Christmas.
October 1777 was the first time all 13 colonies celebrated a day of Thanksgiving, declares About.com. The first official Thanksgiving was held in 1789, when President George Washington proclaimed Thursday, November 26 as a day to give thanks for the opportunity to start a new country and the formation of a new constitution. The current concept of Thanksgiving is credited to Sarah Josepha Hale, who spent 40 years campaigning for a national, yearly Thanksgiving holiday. In 1863, President Lincoln issued a Thanksgiving Proclamation that made the official date of Thanksgiving as the last Thursday in November.