Actually, as I recall, a few years ago, an article in the Baltimore Jewish
Times asked one of the Rabbi's at Ner Israel Rabbinical College (an
Orthodox Yeshivah) about Thanksgiving. The Rabbi responded that thanking
Hashem (G-d) was a very Jewish behavior, and commented that Jews should be
doing it all year round, not just on one day. I believe he mentioned that
he personally did not observe it, but he did not say that it was forbidden.
Moreover, some of the people involved in the first "Thanksgiving" were
Jewish (I'd have to check a Jewish book of lists for the details on
precisely which crew-men were), so, it cannot be legitimately considered a
Non-Jewish holiday in any sense, except insofar as Non-Jews thank Hashem as
well. It does not symbolize any specific Non-Jewish religion (the fact that
Non-Jews were involved was incidental, not an essential element) but rather
a general feeling of gratitude. We should not elevate it to the level of
Yom Tov ( a Holy Day), but, insofar as we might want to maybe do a little
something extra special (like make a 'shehechayanu' (blessing of
appreciation) on something nice that day or have a more festive meal), that
should not be assur (forbidden).
It seems that Thanksgiving is more of a Fourth of July sort of event, than
one comparable to Easter of X-Mas. The fact that the Non-Jews thanked
Hashem instead of just taking credit for themselves does not make it a
pagan celebration...after all, even Non-Jews could bring korbonos (animal
sacrifices), one must recall...
Eliezer Gamerman