The tradition of Thanksgiving Day has its roots in the 1620 Pilgrim settlement in Plymouth, MA.
Those people had little to be grateful for, by our comfortable standards:
They arrived in November, late in the season, because the Mayflower's companion ship, the Speedwell, had to reverse course to England so the leaky Mayflower accompanied them back.
Imperfect navigation and bad weather had them sighting land on Cape Cod instead of the small Dutch trading post which would later become New Amsterdam, now New York City. They tried twice to head south, but November storms drove them back north.
During the first winter 45 of the 72 passengers on the Mayflower died. Men, women, and children.
A lonely Squanto, who was a Godsend to the Pilgrims (few of whom were farmers, I think) died in 1622. He spoke English, having been sold in slavery in Spain, later taken to England. When he returned to North America, he found his entire tribal group dead from European diseases spread by explorers or Portuguese fishermen. (The large Indian farms were the ones that the Pilgrims took over.)
Their investors got screwed and the Pilgrims were in serious debt. Their London company, the Merchant Adventurers, hoped for good returns from timber, fur, and dried fish. Nope, never happened. Might well have happened had they arrived at the Hudson River. Those investors were unhappy.
Surely those Pilgrims were grateful for food, but for what else? I think gratitude was just bred in their bones. I would not compare them to Job, but it was rough.
Good summary: WHY WAS LIFE SO HARD FOR THE PILGRIMS?