November 25, 2020. The First Thanksgiving was celebrated in the Plymouth Colony between the by the Pilgrims and the Wampanoag Tribe in 1621. At the meal along with the wild turkeys they cooked, they probably had some vegetables but there were no potatoes in the New World until much later. There were probably wild fruits such as blueberries and cranberries but the sauce we have to day was not part of the meal. Vegetables that were probably part of the meal included corn, squash, pumpkins and beans.