American history, as every school child knows, begins with the Pilgrims. The Pilgrims were a subset of the English Puritans, who were a bunch of goths who wore dark clothing and didn't like all the fancy clothing worn by King George James and the Pope of Westminster. The Pilgrims felt that the other Puritans didn't go far enough, and decided that not only would they wear only black, but they would leave England and go to America.
After a particularly rainy April in 1620 they bought a ship called the Mayflower. They loaded it up with black clothing, belt buckles and beer. (There's no sense being a Puritan if there's not some beer around to tell people they can't drink.) They then set sail on September 11, 1620.
After two months they finally saw the shore of the New World. They decided to stop near Massachusetts, because they were hungry and all out of the beer that no one on board was supposed to be drinking. A fight broke out about whether to stop for some clam chowder or to wait for Boston Market to open. When they discovered there wouldn't be a Boston Market for another 300 years or so, they just decided to get off the boat and scrounge around for something. The place where they stopped was called Plymouth Rock. They liked it so much they decided to stay there and founded the Plimouth Colony.
When they discovered there was no food in America, they all prayed to their God for help. Upon hearing their pleas, some Indians brought some food and they all had a great feast. Once dinner was over, the Pilgrims told the Indians to go away. The Pilgrims said they'd give the Indians a thirty-minute head start before they'd start shooting at them. In actuality, they started shooting in ten. Once the Indians had run away, leaving all the food behind, the Pilgrims thanked their God for all the food and promptly started dying off because they didn't know what the hell hey were doing in America, and the only people (the Indians) who could have helped them were many miles west by then.
And so goes the story of the first Thanksgiving.