September 8, 1565.
This date marked the first Holy Mass offered on American soil in St. Augustine, Florida, accompanied by a Feast held by the Native Americans and the Spanish settlers.
Here are some good articles on the true history of the first Catholic Thanksgiving:
A Blessed and Happy Thanksgiving to all of our readers! Let us give thanks to God today for our Catholic Faith, our family, friends, freedoms, talents, possessions, both material and spiritual, and everything good we possess in our lives.
~Damsel of the Faith & Knight of Tradition