Answer:
Every relevant historical situation must be taught clearly and faithfully to children, regardless of how complex or convoluted it may be, given that it constitutes part of the national idiosyncrasy of the country they inhabit and of the society of which they are part.
For this reason, the origin of Thanksgiving Day must be explained to children, gradually so that it can be understood at different ages of children. Thus, the older the child is, the greater the depth with which the story is explained.
Also, given that it is a historical event with profound later implications in what was the development of the nation (if the colonists had not survived that harsh winter, probably the United States would not have formed, or at least not of the same way they did), Thanksgiving should be celebrated and mentioned as an important date.