Dust off your black cockle hat and buckle shoes and get ready to celebrate the first Thanksgiving in Pilgrim style! Or not, because the Pilgrim event in 1621 wasn’t close to the first Thanksgiving. That honor would go to the Spanish in Florida and the English in Virginia. What happened? If the glorious Pilgrims were not the first settlers to celebrate Thanksgiving in North America, why does everyone focus on their little event? The North won the War and dominated the historical profession.