7Long before the Pilgrims celebrated Thanksgiving at Plymouth in 1621, a similar feast of thanks was shared in the New World. In the 1500s, Mexican conquistador Juan de O ate led an expedition north of the Rio Grande into an area now known as Texas. To celebrate his successful journey, he and his colonists joined Native Americans in a feast on April 30, 1598-the First Thanksgiving. Bilingual with both English and Spanish translations.