There is no holiday more American than Thanksgiving—and perhaps none with origins so shrouded in comforting myths.

The story is simple enough. In 1620 a group of English Protestant dissenters known as Pilgrims arrived in what’s now Massachusetts to establish a settlement they called New Plymouth. The first winter was brutal, but by the following year they’d learned how to survive the unforgiving environment. When the harvest season of 1621 arrived, the Pilgrims gathered together with local Wampan…