Although there was in fact a 1621 harvest feast shared between the Plymouth colonists and the Wampanoag, which was incorrectly popularized as "the" first Thanksgiving, the holiday actually originated in Puritan beliefs.
It's important to note that this idea of Thanksgiving has often painted an inappropriately rosy picture of colonists' relationship with Native American tribes.
According to this article from the Encyclopedia of Food and Culture in the library's World History in Context database, "Thanksgiving did not originate in America at all, but arrived with the intellectual baggage of New England's Puritan colonists. Having banished the medieval roster of holidays including Christmas and saint's days, the reformers admitted only three holy days: the Sabbath, fast days, and Thanksgivings."
The article goes on to explain that as autumn Thanksgiving feasts transitioned into one secular holiday, traditions such as Thanksgiving balls, gathering to eat at the family homestead, and specific food choices took root. By the time of the American Revolution, the staples of the dinner, such as turkey, were "firmly established."
For more on the history and evolution of this holiday, see: