The first President of the United States, George Washington, proclaimed November 26th to be a day of national thanksgiving and prayer after receiving Congressional requests for such a decree.
He wrote in his November 26th diary entry: "Being the day appointed for a thanksgiving I went to St. Pauls Chapel though it was most inclement and stormy--but few people at Church." President Washington later provided money, food, and beer to debtors spending the holiday in a New York City jail.
Thanksgiving failed to become an annual tradition at this time. Only Presidents Washington, Adams, and Madison declared national days of thanks in their terms. Thomas Jefferson and John Quincy Adams considered the practice to infringe upon the separation of church and state. Governors, on the other hand--particularly in the New England states, regularly issued proclamations of thanksgiving.