Whereas it is the duty of all nations to acknowledge the providence of Almighty God, to obey His will, to be grateful for His benefits, and humbly to implore His protection and favor; and Whereas both Houses of Congress have, by their joint committee, requested me “to recommend to the people of the United States a day of public thanksgiving and prayer, to be observed by acknowledging with grateful hearts the many and signal favors of Almighty God, especially by affording them an opportunity peaceably to establish a form of government for their safety and happiness. Read the whole proclamation here. More on the history of Thanskgiving at the Covenant News Blog site
The idea of thanksgiving is closely related to remembering the good things God had done on our behalf and praising Him for who he is as well as what he has done.
Eugene Merrill’s paper entitled “Remembering: A Central Theme in Biblical Worship” (published in March 2000) presents a thorough biblical support of this point. This article is both scholarly and devotional, worthy of reflection.
When the Ark of the Covenant was returned to Jerusalem, King David gave thanks as recorded in I Chronicles 16:8-12 (also in Psalm 105).
Oh give thanks to the LORD, call upon His name; Make known His deeds, call upon His name; Make known His deeds among the peoples. Sing to Him, sing praises to Him; Speak of all His wonders. Glory in His holy name; Let the heart of those who seek the Lord be glad. Seek the Lord and His strength; Seek His face continually. Remember His wonderful deeds which He has done.
All this took place a little over a thousand years before Christ was born. I think that’s a pretty good pattern to follow even today.