How are Thanksgiving Day and "Mary Had a Little Lamb" connected?

Though many competing claims exist, the most familiar story of the first Thanksgiving took place in Plymouth Colony, in present-day Massachusetts, in 1621. More than 200 years later, President Abraham Lincoln declared the final Thursday in November as a national day of thanksgiving. Congress finally made Thanksgiving Day an official national holiday in 1941.

Sarah Josepha Hale, the enormously influential magazine editor and author who waged a tireless campaign to make Thanksgiving a national holiday in the mid-19th century, was also the author of the classic nursery rhyme "Mary Had a Little Lamb." - history.com

Hale was influential, but there is more to the story...

Myth: The first Thanksgiving was in 1621 and the pilgrims celebrated it every year thereafter.

Fact: The first feast wasn't repeated, so it wasn't the beginning of a tradition. In fact, the colonists didn't even call the day Thanksgiving. To them, a thanksgiving was a religious holiday in which they would go to church and thank God for a specific event, such as the winning of a battle. On such a religious day, the types of recreational activities that the pilgrims and Wampanoag Indians participated in during the 1621 harvest feast--dancing, singing secular songs, playing games--wouldn't have been allowed. The feast was a secular celebration, so it never would have been considered a thanksgiving in the pilgrims minds.

Myth: The original Thanksgiving feast took place on the fourth Thursday of November.

Fact: The original feast in 1621 occurred sometime between September 21 and November 11. Unlike our modern holiday, it was three days long. The event was based on English harvest festivals, which traditionally occurred around the 29th of September. After that first harvest was completed by the Plymouth colonists, Gov. William Bradford proclaimed a day of thanksgiving and prayer, shared by all the colonists and neighboring Indians. In 1623 a day of fasting and prayer during a period of drought was changed to one of thanksgiving because the rain came during the prayers. Gradually the custom prevailed in New England of annually celebrating thanksgiving after the harvest.

During the American Revolution a yearly day of national thanksgiving was suggested by the Continental Congress. In 1817 New York State adopted Thanksgiving Day as an annual custom, and by the middle of the 19th century many other states had done the same. In 1863 President Abraham Lincoln appointed a day of thanksgiving as the last Thursday in November, which he may have correlated it with the November 21, 1621, anchoring of the Mayflower at Cape Cod. Since then, each president has issued a Thanksgiving Day proclamation. President Franklin D. Roosevelt set the date for Thanksgiving to the fourth Thursday of November in 1939 (approved by Congress in 1941) - history.com