I was raised CofE and I don't think Thanksgiving is a Christian festival, it's a holiday in US and Canada (on different dates) but I thought it was later in the year.
(Wikipedia)
Thanksgiving Day is a holiday celebrated primarily in the United States and Canada. Traditionally, it has been a time to give thanks to God.
Currently, in Canada, Thanksgiving is celebrated on the second Monday of October and in the United States, it is celebrated on the fourth Thursday of November.
i do seem to remember our former helper saying that they were having a "thanksgiving" at their church a few years ago... she attended the JESUS IS LORD church.