Of course this is a silly question as the concept of Thanksgiving is central to worship throughout the Bible. The "holiday" of Thanksgiving as celebrated here in our time and place might be worth a little more reflection. (For some, Thanksgiving is synonymous with parades, football and yams and nothing more.)
We think of Thanksgiving as an American Holiday, and it is, having been celebrated first by the Pilgrims of the Plymouth colony in Massachusetts in 1621. (Some have claimed that few Native Americans were present. However, the latest Wikipedia article states that there were 90 Native Americans and 53 Pilgrims.) National Thanksgiving proclamations have been around since 1777. And, they were repeated by Washington, Jefferson, Lincoln, and more.
Thanksgiving is not part of the historical church year which was handed down to us from our (mostly European) worship heritage. During the month of November, the church historically focuses on the end times and the second coming of Jesus. It is more of a bow to "local custom" to have worship services on this American "holy" day of Thanksgiving.
Yet, religious festivals of thanksgiving were a part of the more ancient rituals of the Old Testament Israelites. Leviticus 23 and Deuteronomy 26 describe the prescribed offerings that were to be brought before the Lord at the time of the first fruits of the harvest. These rituals included the offering of grain, bread and male lambs. Also mentioned is the requirement to leave the corners of the fields unharvested so that the needy and the travelers would have a source of food. On these various days of ritual thanksgiving, there is to be no "regular work" or "laborious work."
While the details and requirements of these festivals have been fulfilled in Christ, the principle of Thanksgiving remains a worthy concept, even if our modern day "harvests" are to be measured in computer chips, capital gains, dividends, and profit margins. And gathering around the table or in God's house to offer thanks (at any time) is a grand venture for God's people.