Thanksgiving origin story - In the English tradition, days of thanksgiving and special thanksgiving religious services became important during the English Reformation in the reign of Henry VIII and in reaction to the large number of religious holidays on the Catholic calendar. Before 1536 there were 95 Church holidays plus 52 Sundays when people were required to attend church and forego work and sometimes pay for expensive celebrations. The 1536 reforms reduced the number of Church holidays to 27, but some Puritans wished to completely eliminate all Church holidays, including Christmas and Easter. The holidays were to be replaced by specially called Days of Thanksgiving in response to events that the Puritans viewed as acts of special providence. Days of Thanksgiving were called following the victory over the Spanish Armada in 1588 and following the deliverance of Queen Anne in 1705.
As a side note, the Protestant Work Ethic is a real thing; with fewer unproductive holidays, England (and Netherlands) grew economically stronger after experiencing Protestant reformations than Catholic Spain and France did.
Work hard, pray hard!