The English colonists we call Pilgrims celebrated days of thanksgiving as part of their religion. But these were days of prayer, not days of feasting. Our national holiday really stems from the feast held in the autumn of 1621 by the Pilgrims and the Wampanoag to celebrate the colony’s first successful harvest.
The reason you have two sets of teeth probably comes down to size. A full set of permanent teeth would be too big to fit into a young child’s mouth. So milk teeth act as a bridge until the jaw is large enough to accommodate a full set of permanent teeth. The last teeth that emerge are your wisdom teeth.