Oh, Eimear xD
We have Thanksgiving because when the Pilgrims came to America, the Native Americans (aka Indians) had a feast with the Pilgrims. They shared their resources and everything. And the feast that the Pilgrims and Indians had was called "The First Thanksgiving".
Now, we celebrate it (because that was when America was started. Loads of countries have Thanksgiving, the day they were founded, or around that time) by having a feast, just like the Pilgrims and Indians. We have turkey, mashed potatos, sweet potatos, gravy, stuffing, bread, cranberries, deviled eggs, and just so much more.
And you eat it with your family.
In the morning, they have the Macy's Thanksgiving Day Parade, in New York, that I always watch on TV

They have Santa at the end of the parade! And then this year Thanksgiving is at our house. And my Nonna and PopPop are coming, and so are my other aunt and uncle, and my girl cousin who is like 8 and her brother who is 12.
SO YEAH! Does that make sense?