Way back in 1621, when the 1st Thanksgiving feast was held, these foods were mostly nonexistent in North America. For instance, the Pilgrims couldn't have had mashed potatoes, because potatoes mostly grew in South America back then. The same went for sweet potatoes. They did have pumpkin, but no pies; and cranberries, but no sugar. The ship carrying their baking ingredients hadn't arrived yet. They might have eaten wild turkey, but it's more likely that they ate other birds, such as swans, which they often hunted.
In 1776, America declared its independence. As its national symbol, it chose the bald eagle. When a seal was printed, however, everyone got a good chuckle. The bird on the seal was poorly drawn; it looked more like a turkey than an eagle. When Benjamin Franklin saw it, he was pleased because of the resemblance. The turkey, a courageous and noble bird, was a much better choice for our nation's symbol than the eagle, he thought.
Although there were many Thanksgiving proclamations in the decades after 1621, including some by U.S. Presidents, Thanksgiving would not become an official holiday until over 2 centuries later. During the Civil War, Lincoln proclaimed two Thanksgivings in one year; one to celebrate the victory at Gettysburg, and one to be celebrated on the last Thursday in November. This was a one-time proclamation, but Americans continued to celebrate Thanksgiving on the latter date every year, until 1939, when Franklin Roosevelt made it an official holiday. And that's how we came to celebrate Thanksgiving on the 4th Thursday of every November.