The First Thanksgiving Took Place in Virginia, not Massachusetts.

[SlimJimmy]

3. This is my historical understanding of the first Thanksgiving.

The First Thanksgiving

On September 8, 1565, Pedro Menéndez de Avilés and 800 Spanish settlers founded the city of St. Augustine in Spanish La Florida. As soon as they were ashore, the landing party celebrated a Mass of Thanksgiving. Afterward, Menéndez laid out a meal to which he invited as guests the native Seloy tribe who occupied the site. The celebrant of the Mass was St. Augustine’s first pastor, Father Francisco Lopez de Mendoza Grajales, and the feast day in the church calendar was that of the Nativity of the Blessed Virgin Mary. What exactly the Seloy natives thought of those strange liturgical proceedings we do not know, except that, in his personal chronicle, Father Lopez wrote that “the Indians imitated all they saw done.”

https://www.nps.gov/casa/learn/historyculture/the-first-thanksgiving.htm