The Pilgrims and subsequent colonial Puritans believed in designated days of thanksgiving to thank God for His blessings, as well as days of fasting to ask God for his forgiveness and mercy. These were proclaimed by their governors. This was later reflected in the Thanksgiving proclamations issued by our presidents, first by President Wahington, and then by President Lincoln and subsequent presidents.
It is a specifically religious action by the leaders of our country (which of course would be denied by all the present progressives as a violation of “separation of church and state”). This continued up until Barack Obama, who stripped God from the proclamation and made it a secular proclamation. Trump restored God to the proclamations.