George Washington, the first US President, was also the first to proclaim thanksgiving as a national celebration. His proclamation was on October 3, 1789. This was after a confidential letter to James Madison asking how to approach the Senate to ask for such a holiday.
Following Presidents failed to honor the tradition.
In 1863, Abraham Lincoln made a similar proclamation, also on October 3, setting Thanksgiving as a national holiday on the last Thursday of November.