Image by John Morgan. Shared under a Creative Commons Attribution license.
It took several iterations of Thanksgiving before it became an annual federal holiday by act of Congress. First, President Washington issued two proclamations for a day of thanksgiving (although they were six years apart). Then, President Lincoln issued his own proclamation creating a day of thanksgiving during the Civil War. Each year after that, the sitting president issued a proclamation naming a Thursday in November a national day of thanksgiving. Finally, Congress officially made the fourth Thursday in November Thanksgiving beginning in 1941. You can read more about federal holidays and how they were created in the CRS Report for Congress Federal Holidays: Evolution and Application.
Have a fun, relaxing, and happy Thanksgiving!