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Thanksgiving has traditionally been a harvest festival, though the term has been used on occasion for other major events considered worthy of giving thanks.
Like the solstices, harvest has been celebrated since the dawn of recorded history, and we can safely assume it was celebrated for long time prior to that. And it has always had a religious significance as one of the purposes of Thanksgiving has been to thank the applicable deities of the day for the produce of the fields. But, it has always had a strong secular focus too, being a time of relaxation and enjoyment after the hard labour of bringing in the crops. And it has been generally marked by feasting and games. Even the so-called first thanksgiving of the early Pilgrims in colonial America was a three day event, not just of worship, but of competition, gambling, eating and socializing.
In many ways, we are losing touch with the original purposes of Thanksgiving. Very few of us are involved anymore with farming. As the day is generally celebrated nationally rather than locally, it is in most places remote from the completion of an actual harvest. And it is increasingly a secular day for the gathering of the family, and less of a religious day, though of course the churches are fighting a rearguard action so as to keep up a tradition of thanking God for this year's harvest
But how should a non-believer celebrate Thanksgiving?
I think it is a good idea that we give thanks also. Obviously not to some theoretical deity, but to those who actually put food on the table. Give thanks for the ever diminishing number of farmers who actually grow the food; give thanks to those who, in various ways, transport the food from all over the country, and from all around the world; give thanks to those who prepare and package the food for us to make our final preparation easier; and give thanks to those in wholesale and retail who get the products into our hands. There are probably thousands of people involved in the chain that brings us all those things we consume in an average Thanksgiving dinner. It is worthwhile taking a minute once a year to consider their efforts and thank them.
And if you want something a little more abstract to thank, then give your thanks to Adam Smith's "invisible hand."
There's plenty of scope to give thanks without bringing a god into consideration.
The date of Thanksgiving varies depending on which country you live in. In Canada, we celebrated last weekend. In the US, it's still six weeks away. I'm adding it to the Agnostic Calendar as 1 November, noting that one of the origins of Halloween was as a harvest festival, but it's open to celebrate whenever you want.