The truth behind the tradition is surprising. and the Pilgrims seem to go together, but the truth is, the Pilgrims never held an autumnal feast. However the Pilgrims did have a feast in 1621, after their first harvest, and it is this feast, which people often refer to as "The First ". This feast was never repeated, though, so it can't be called the beginning of a tradition, nor was it termed by the colonists or "Pilgrims" a Feast. In fact, a day of was a day of prayer and fasting, and would have been held any time that they felt an extra d ....