From what we consider the first Thanksgiving in 1621 to how it became a national holiday, you'll find a wealth of information on the subject of Thanksgiving at http://www.history.com/thanksgiving.  For instance, "Mayflower Myths" separates the truth from the myths that have grown up about the first Thanksgiving.  

There are plenty of lighter Thanksgiving facts -- trivia, if you will --  you'll find interesting, as well.