In his wonderful book Thanksgiving, James W. Baker provides an account of an actual Plymouth colony Thanksgiving in the town of Scituate in 1636. It begins with prayers, psalms, and the “Word taught.” And where did this event occur?
In ye Meetinghouse, beginning some halfe an houre before nine & continued until after twelve a clocke, ye day being very cold...Then makeing merry to the creatures, the poorer sort beeing invited of the richer.