Nearly all of what historians have learned about the first Thanksgiving comes from a single eyewitness report: a letter written in December 1621 by Edward Winslow, one of the 100 or so people who sailed from England aboard the Mayflower in 1620 and founded Plymouth Colony in Massachusetts. The historic event didn’t happen on the fourth Thursday in November, as it does today—and it wasn’t known as Thanksgiving. It took place over three days sometime between late September and mid-November in 1621, and was considered a harvest celebration.