There is no record of any special religious service during this week of feasting.

The Pilgrims had good courage, stanch faith, to thus celebrate and give thanks, for they apparently had but little cause to rejoice. They had been lost in the woods, where they had wandered surbated, and had been terrified by the roar of "Lyons," and had met wolves that "sat on thier tayles and grinned" at them; they had been half frozen in their poorly built houses; had been famished, or sickened with unwonted and unpalatable food; their common house had burned down, half their company was dead—they had borne sore sorrows, and equal trials were to come. They were in dire distress for the next two years. In the spring of 1623 a drought scorched the corn and stunted the beans, and in July a fast day of nine hours of prayer was followed by a rain that revived their "withered corn and their drooping affections." In testimony of their gratitude for the rain, which would not have been vouchsafed for private prayer, and thinking they would "show great ingratitude if they smothered up the same," the second Pilgrim Thanksgiving was ordered and observed.

In 1630, on February 22d, the first public thanksgiving was held in Boston by the Bay Colony, in gratitude for the safe arrival of food-bearing and friend-bringing ships. On November 4, 1631, Winthrop wrote again: "We kept thanksgiving day in Boston." From that time till 1684 there were at least twenty-two public thanksgiving days appointed in Massachusetts—about one in two years; but it was not a regular biennial festival. In 1675, a time of deep gloom through the many and widely separated attacks from the fierce savages, there was no public thanksgiving celebrated in either Massachusetts or Connecticut. It is difficult to state when the feast became a fixed annual observance in New England. In the year 1742 were two Thanksgiving Days.

Rhode Islanders paid little heed in early days to Thanksgiving—at any rate, to days set by the Massachusetts authorities. Governor Andros savagely prosecuted more than one Rhode Islander who calmly worked all day long on the day appointed for giving thanks. In Boston, William Veazie was set in the pillory in the market-place for ploughing on the Thanksgiving Day of June 18, 1696. He said his king had granted liberty of conscience, and that the reigning king, William, was not his ruler; that King James was his royal prince, and since he did not believe in setting apart days for thanksgiving he should not observe them.

Connecticut people, though just as pious and as prosperous as the Bay colonists, do not appear to have been as grateful, and had considerable trouble at times to "pick vppon a day" for thanksgiving; and the festival was not regularly observed there till 1716.

Thanksgiving was not always appointed in early days for the same token of God's beneficence. Days of thanks were set in gratitude for and observance of great political and military events, for victories over the Indians or in the Palatinate, for the accession of kings, for the prospect of royal heirs to the throne, for the discovery of conspiracy for the "healing of breaches," the "dissipation of the Pirates," the abatement of diseases, for the safe arrival of "psons of spetiall use and quality," as well as in gratitude for plentiful harvests—that "God had not given them cleannes of teeth and wante of bread."

The early Thanksgivings were not always set, upon Thursday. It is said that that day was chosen on account of its reflected glory as lecture day. Judge Sewall told the governor and his council, in 1697, that he "desir'd the same day of the week might be for Thanksgiving and Fasts," and that "Boston and Ipswitch Lectures led us to Thorsday." The feast of thanks was for many years appointed with equal frequency upon "Tusday com seuen-night," or "vppon Wensday com fort-nit." Nor was any special season of the year chosen: in 1716 it was appointed in August; in 1713, in January; in 1718, in December; in 1719, in October. The frequent appointments in gratitude for bountiful harvests finally made the autumn the customary time.

The God of the Puritans was a jealous God, and many fasts were appointed to avert his wrath, as shown in blasted wheat; moulded beans, wormy pease, and mildewed corn; in drought and grasshoppers; in Indian invasions; in caterpillars and other woes of New England; in children dying by the chincough; in the "excessive raigns from the botles of Heaven"—all these evils being sent for the crying sins of wig-wearing, sheltering Quakers, not paying the ministers, etc. A fast and a feast kept close company in Puritan calendars. A fast frequently preceded Thanksgiving Day, and was sometimes appointed for the day succeeding the feast—a clever plan which had its good hygienic points. Days of private as well as of public fast and thanksgiving were also observed by individuals. Judge Sewall took the greatest satisfaction in his fastings, and carefully outlined his plan of prayer throughout the fast day, which he spent in his chamber—a plan which included and specified ministers, rulers and magistrates, his family, and every person whom he said "had a smell of relation" to him; and also every nation and people in the known world. He does not note Thanksgiving Day as a holiday of any importance.

Though in the mind of the Puritan, Christmas smelled to heaven of idolatry, when his own festival, Thanksgiving, became annual, it assumed many of the features of the old English Christmas; it was simply a day of family reunion in November instead of December, on which Puritans ate turkey and Indian pudding and pumpkin-pie, instead of "superstitious meats" such as a baron of beef, boar's head, and plum-pudding.

Many funny stories are told of the early Thanksgiving Days, such as the town of Colchester calmly ignoring the governor's appointed day and observing their own festival a week later in order to allow time for the arrival, by sloop from New York, of a hogshead of molasses for pies. Another is recounted of a farmer losing his cask of Thanksgiving molasses out of his cart as he reached the top of a steep hill, and of its rolling swiftly down till split in twain by its fall. His helpless discomfiture and his wife's acidity of temper and diet are comically told.