Thanksgiving is a curiously American holiday (though it is also celebrated in Canada): a sort of amalgamation of harvest festival and holy day.
The early inhabitants of New England, the Pilgrims, were themselves a curious bunch. The group who saw the ceremonies and feasts of the Church of England as extravagant and unscriptural--who even went so far as to ban Christmas--spent three days feasting and recreating for what we now call the First Thanksgiving. The celebration was in response to God's blessing of a bountiful harvest of that year juxtaposed against the scarcity and harshness of the previous winter.
I wonder how those Puritans would react if they saw how we celebrate Thanksgiving today.
We in America hardly know scarcity and want, especially when it comes to food. And nowadays, when most everything in our culture must be expunged of God and religious content, we are reminded to think about "the things we're thankful for." (Interestingly, one of the things we're not thankful for, if popular culture is any indication, is family; for what is more dreadful than having to endure a sit-down dinner with the people who know us--and annoy us--the most?)
Thankfulness requires a relationship. It is the acknowledgment of something received. So the Thanksgiving holiday must be ordered to another, someone else, a person. This can and should include family and food, though it should ultimately draw us to the Three Persons in One God, from Whom all blessings flow.
We Catholics have the Eucharist, the greatest reason to give thanks: the Word Made Flesh gives the world His Body and Blood as true food and true drink, so that we may be feast upon the Lamb of God and receive His Abundant Life.
We truly have much to be thankful for.