Golly, zombie thread. Please, nobody listen to the OP.
The Mayflower landed in November of 1620, and during that first winter, half of the Pilgrims froze, starved, and died because they didn't know or have time to plant crops in that soil. They met and became friends with two local Natives, Samoset and Tisquantum, who introduced them to the Wampanoag Chief Massasoit. The area had been previously mapped and visited by fishermen for years (Tisquantum spoke fluent English), and the Natives had been devastated by European-introduced diseases to which they had no natural immunity, so the two colonies really needed each other. The following year, with the Natives' help, the colonists grew successful, bountiful crops, and in the autumn of 1621, they shared a massive three-day feast with the Wampanoag, which became the basis of the Thanksgiving tradition.
Governor Bradford and Massasoit became lifelong friends for more than thirty years; even as later European colonies settled the area and vicious, violent actions (such as the Pequot War) went on around them, their friendship endured and the colonies remained faithful to each other, even though they came from utter tragedies and completely alien backgrounds. Most of the history of Europeans and Natives is a cavalcade of horror and bloodshed, but Plymouth Plantation is an exception to that; it was, by all accounts, the ideal of how European-Native relations should be. It is worth celebrating.
There had been irregular and unofficial Thanksgiving celebrations since then, but the holiday itself didn't come into being until right after the Civil War. Our current Thanksgiving was established by Lincoln, and then signed into being by President Grant in 1870. People associated them with Plymouth as a matter of tradition, possibly because the two first-person accounts of Plymouth ("On Plymouth Plantation" and "Moult's Relation") had only recently been printed. Those traditions evolved over time, and here we are.
Happy Thanksgiving, folks.