First Thanksgiving Photo Source Public Domain Clip Art Blog Spot The first Thanksgiving was different than the stories we have been told in history books and articles. The first Thanksgiving was supposed to be in the Fall of 1621 between the Pilgrims and Wampanoag Indians. Many European colonists had a ceremony similar to the first Thanksgiving celebration with Native Americans in different locations in the US. Some of earlier locations were in 1607 in Maine, 1610 in James