Byers' Choice Thanksgiving Family - Pilgrim WomanByers' Choice Thanksgiving Family Pilgrim Woman Thanksgiving is traced to the Pilgrims and Puritans who emigrated from England in the 1620s and 1630s. They brought their previous tradition of Days of Fasting and Days of Thanksgiving with them to New England. The 1621 Plymouth Massachusetts thanksgiving was prompted by a good harvest. The Pilgrims celebrated this with the Wampanoags a tribe of Native Americans who along with the last surviving Patuxet