First talk about the story of the first Thanksgiving. Print and distribute the pilgrims and indians crossword puzzle (see link). You may also want to print out a word find puzzle to go with the crossword :-).Use the Thanksgiving words to build both spelling and vocabulary skills. You can print out vocabulary worksheets, spelling, multiple choice, word chop and more.
Finally, encourage the learning of addition, subtraction, measurement, and multiplication with the math Thanksgiving worksheets :-).