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The actual date of the first Thanksgiving is not recorded. However, a law of November 15, 1635 permitted the governor of the Massachusetts Colony to set aside as much as 10 days for fasting and prayer, followed by a Thanksgiving Celebration.
Thanksgiving did not become a legal National Holiday until the 1860s when Abraham Lincoln made it so.
We don't have too much solid or detailed information about those early years, or even whether it was an annual event, or rather sporadic.
There are letters which have been preserved, and in one of them, dated December 11, 1621, Winslow wrote to a friend in England describing the celebration....
"Our harvest being gotten in, our governor sent 4 men on fowling, that we might after a more special manner rejoice together after the fruits of our labours. The 4 in one day killed as many as 4 fowle, as with little help beside. Served the company for almost a week.
At which time among other recreation we exercised our arms. Many of the Indians coming amongst us had amongs the rest their greatest king, Massasoit, with some 90 men, whom for 3 days we entertained and feasted, and they went out and killed 5 deer which they brought to the plantation, and bestowed upon the governor, the captain, and others."
This source doesn't mention turkey. When the Plymouth Pilgrims celebrated their first Thanksgiving, they already knew what it was like to be hungry. They had been living on a dwindling supply of beer (yes, beer has been around since ancient Egypt), butter (homemade), meat (when they could kill some), the remaining ship's stores, ground nuts (a peanut-like tuber that they found edible), and whatever clams and shellfish they could find. It wasn't easy.
Vegetarians have a hard time at Thanksgiving too, but for different reasons. However, we are not of faint heart, and we rise to the challenge of preparing a Thanksgiving dinner WITHOUT turkey.
Mix all the ingredients except the gravy. Spread mixture into an ungreased pan loaf, or shape into a loaf (a turkey-shaped loaf, if you want to) in an ungreased 13x9 inch pan.
Spoon artificially-flavored turkey gravy over the top. Bake uncovered in a 350 degree oven until done, approximately 1 - 1 1/2 hours.