in the USA, Thanksgiving is a national holiday celebrated on the 4th Thursday in November. It is a secular (non-religious) holiday. Traditionally it is observed with family gatherings and large meals, as it is a harvest feast and a day to stop and realize the things we have been blessed with in the past year.
Many other countries also have a Thanksgiving holiday. Canadian Thanksgiving is observed on the second Monday in October and is also a day to observe one's blessings.