In American history, Thanksgiving has been a “religious holiday” at least in the sense that most people have understood themselves to be thanking God for his blessings. This was true with Jamestown’s “Thanksgiving service” (Spring 1610) when the supply ships arrived from England with desperately needed food. In the Fall of 1621, the Puritan colonists of Plymouth celebrated “Thanksgiving” for a bountiful harvest.
On October 11, 1782, the Continental Congress proclaimed “a day of solemn THANKSGIVING to GOD for his mercies” concerning victory in the Revolutionary War. October 3, 1789, President Washington declared the first national “Thanksgiving Day” under the new Constitution to be celebrated “Thursday the 26th day of November next to be devoted by the People of these States to the service of that great and glorious Being who is the beneficent Author of all the good that was, that is, or that will be.”
Thus, the course was set from the earliest days of the Republic that “Thanksgiving” was to be offered to God for His blessings. This is unsurprising since Americans then were even more overwhelmingly religious (over 90 percent of the population identified themselves at Protestant Christians in 1790) than they are today (when nearly 4 out of 5 Americans identify themselves as some form of Christian).
Most Americans in most places at most times have understood themselves to be thanking a Judeo-Christian God for his provisions and blessings on the nation.
As an Evangelical Christian, I thank God for physical and material needs being met, for His providential blessing in having been born a citizen of this country, and for His bountiful blessings on this nation from our settlement until now.
I hesitate to give “non-believers” advice on such matters, but I would think that they could celebrate the undeniable “good fortune” experienced by America past and present, whatever they believe the source may have been.