*The first formal celebration was held by an English explorer, Martin Frobisher, who attempted to establish a settlement on Baffin Island, after failing to discover a northern passage to the Orient in 1576. **The Pilgrims of Plymouth Rock held their Thanksgiving in 1621 as a three-day "thank you" celebration to the leaders of the Wampanoag Indian tribe and their families for teaching them the survival skills they needed to make it in the New World. ***Canada established the second Monday in October as a national holiday, "a day of general thanksgiving," in 1957.