On October 3, 1789, President George Washington made the following proclamation and created the first Thanksgiving Day (he picked Thursday, the 26th of November) designated by the national government of the United States of America:
“ Whereas it is the duty of all Nations to acknowledge the providence of Almighty God, to obey his will, to be grateful for his benefits, and humbly to implore his protection and favor, and whereas both Houses of Congress have by their joint Committee requested me “to recommend to the People of the United States a day of public thanksgiving and prayer to be observed by acknowledging with grateful hearts the many signal favors of Almighty God especially by affording them an opportunity peaceably to establish a form of government for their safety and happiness.”
Not that it was a regular event. President Washington didn’t do so again until 1795, and President John Adams declared Thanksgivings only in 1798 and 1799. No Thanksgiving proclamations were issued by President Thomas Jefferson, though James Madison renewed the tradition in 1814, in response to resolutions of Congress, at the close of the War of 1812. Madison also declared the holiday twice in 1815 (though neither was celebrated in autumn).
In the middle of the American Civil War, President Abraham Lincoln (prompted by a series of editorials written by Sarah Josepha Hale), proclaimed a national Thanksgiving Day, to be celebrated on the final Thursday in November 1863. Since then Thanksgiving has been observed annually in the United States.
However, President Franklin Roosevelt probably deserves the “credit” for the practice of starting Christmas shopping around Thanksgiving. He moved it to the next-to-last Thursday in order to extend the Christmas shopping season, hoping to lift a struggling US economy out of the doldrums in 1939 (the holiday fell at the very end of November that year). Proving that no good deed goes unpunished, FDR’s move set off a frenzy of criticism (opponents called the shifted holiday “Franksgiving”) – leading to President Roosevelt’s subsequent action (in 1941) to move the holiday “back” – (re)establishing the fourth Thursday of November as the national Thanksgiving holiday.