Thanksgiving is a celebration to be grateful for everything that you have. It is also a Harvest festival which means lots of lovely food and drink.
The first thanksgiving took place in 1541. It was celebrated by a group of Native Indians called the Tejas who were on an adventure of discovery. The celebration took place because they found important food supplies.
Americans and Canadians celebrate with a Thanksgiving feast of food and drink. This usually involves sweet potatoes and a big Turkey. But it is also about helping less fortunate people celebrate by sharing what you have.
Modern day celebrations of Thanksgiving are different to the old ones. Just like Halloween it was just a harvest festival.
Now as well as a harvest festival it is celebrated with parades on the streets with big decorated floats. It has become a tradition that there is a big American Football game on Thanksgiving day.