On September 8, in 1565, 600 Spanish settlers landed in America and started with celebrating they found "the new world". They called it Mass of Thanksgiving.  

On April 30, 1598, another Spaniard celebrated Thanksgiving together with his troops. after this, they celebrated it every year, but not because of the harvest.  

The English started celebrating thanksgiving after a complete movement. On December 4th in 1619, some Englishmen celebrated the save journey to another place to live. That's why they celebrated Thanksgiving in December. Now it's celebrated in September.