From Adrian Morgan:
The story of Thanksgiving is one that involves many of the great things that are generally associated with America – but it has become infused with myth. The Pilgrim Fathers are sometimes portrayed as “Puritans” which they were not. In many ways the Pilgrims were free thinkers. Several who had made the journey from Plymouth had earlier been living as exiles in the Netherlands.
The original Pilgrims belonged to the “English Dissenters” a religious group who wanted to worship God in their own way, without belonging to the hierarchical state church. At that time, they had suffered persecutions for not attending official “Anglican” church services. Genuine Puritans obliged the government of King James I, and attended Church of England services. Anyone who did not attend these official Sunday services was fined. Two of the leaders of the English Dissenters had been executed for “sedition,” and these executions hastened the desire of the Pilgrims to leave England. The Netherlands had provided a safe refuge for many of their number, but America seemed more promising.