The very first thanksgiving feast was celebrated in 1621 in Plymouth when the colonists of the area and the Wampanoag Indians had their feast in gratitude to god to let them survive for their first year in the New World. It is said that it was actually in 1525 on September 5th that this happened but by some this is regarded as the first thanksgiving myth. It was actually ingratitude of the harvest that god had allowed to them before which they used to collect and gather food from here and there and survived over it. .