It's also a great opportunity to make family history discoveries. Ask your relatives about their lives, and the lives of their parents. Asking about past family Thanksgiving celebrations can be an enjoyable conversation for all the family where you can learn how your ancestors celebrated and discover other unknown information.
Try and use the time when the family is all together to share with them what you've discovered about your collective family history. Who knows, perhaps you'll get a piece of information that will help you break down a brick wall in your research.