Sunday was the Sabbath and off limits for days of Thanksgiving.
After a long day at the meetinghouse, an early weekday Thanksgiving might have been too much since it also required hours of prayer, psalms and lectures. Thursday was market day in Plymouth and the Massachusetts Bay colony. It was also “lecture day” (described by Nathaniel Hawthorne) when ministers preached their “great and Thursday lecture.” Because it was a special day Thursday was often selected for Thanksgiving.