Giving Thanks

Being in a foreign country over an American holiday stirs up a bunch of questions concerning what that holiday is all about. So I know it has to do with the Pilgrims and Indians and something about Plymouth Rock, but what is the historical significance of Thanksgiving? Is it the first successful English/protestant colony? I have no idea and always use that 4th Thursday of November to stuff myself...no questions asked. Glutteny at its finest, the American way! Any ideas on what is actually going on?