Washington's Thanksgiving Day Proclamation, delivered 3 October 1789, New York:
Whereas it is the duty of all Nations to acknowledge the providence of Almighty God, to obey his will, to be grateful for his benefits, and humbly to implore his protection and favor, and Whereas both Houses of Congress have by their Joint Committee requested me “to recommend to the People of the United States a day of public thanks-giving and prayer to be observed by acknowledging with grateful hearts the many signal favors of Almighty God, especially by affording them an opportunity peaceably to establish a form of government for their safety and happiness.”
Now therefore I do recommend and assign Thursday the 26th. day of November next to be devoted by the People of these States to the service of that great and glorious Being, who is the beneficent Author of all the good that was, that is, or that will be. That we may then all unite in rendering unto him our sincere and humble thanks, for his kind care and protection of the People of this country previous to their becoming a Nation, for the signal and manifold mercies, and the favorable interpositions of his providence, which we experienced in the course and conclusion of the late war, for the greatest degree of tranquility, union, and plenty, which we have since enjoyed, for the peaceable and rational manner in which we have been enabled to establish constitutions of government for our safety and happiness, and particularly the national One now lately instituted, for the civil and religious liberty with which we are blessed, and the means we have of acquiring and diffusing useful knowledge and in general for all the great and various favors which he hath been pleased to confer upon us.
And also that we may then unite in most humbly offering our prayers and supplications to the great Lord and Ruler of Nations and beseech him to pardon our national and other transgressions, to enable us all, whether in public or private stations, to perform our several and relative duties properly and punctually, to render our national government a blessing to all the People, by constantly being a government of wise, just, and constitutional laws, discreetly and faithfully executived and obeyed, to protect and guide all Sovereigns and Nations (especially such as have shown kindness unto us) and to bless them with good government, peace, and concord. To promote the knowledge and practice of true religion and virtue, and the increase of science among them and Us, and generally to grant unto all Mankind such a degree of temporal prosperity as he alone knows to be best.
From Early America.com:
While there were Thanksgiving observances in America both before and after Washington's proclamation, this represents the first to be so designated by the new national government.And from The Papers of George Washington:
After their first harvest, the colonists of the Plymouth Plantation held a celebration of food and feasting in the fall of 1621. Indian chiefs Massassoit, Squanto and Samoset joined in the celebration with ninety of their men in the three-day event.
The first recorded Thanksgiving observance was held on June 29, 1671 at Charlestown, Massachusetts by proclamation of the town's governing council.
During the 1700s, it was common practice for individual colonies to observe days of thanksgiving throughout each year. A Thanksgiving Day two hundred years ago was a day set aside for prayer and fasting, not a day marked by plentiful food and drink as is today's custom. Later in the 18th century each of the states periodically would designate a day of thanksgiving in honor of a military victory, an adoption of a state constitution or an exceptionally bountiful crop.
Such a Thanksgiving Day celebration celebration was held in December of 1777 by the colonies nationwide, commemorating the surrender of British General Burgoyne at Saratoga.
On 25 September 1789, Elias Boudinot of Burlington, New Jersey, introduced in the United States House of Representatives a resolution "That a joint committee of both Houses be directed to wait upon the President of the United States, to request that he would recommend to the people of the United States a day of public thanksgiving and prayer to be observed by acknowledging, with grateful hearts, the many signal favors of Almighty God, especially by affording them an opportunity peaceably to establish a Constitution of government for their safety and happiness." The House was not unanimous in its determination to give thanks. Aedanus Burke of South Carolina objected that he "did not like this mimicking of European customs, where they made a mere mockery of thanksgivings." Thomas Tudor Tucker "thought the House had no business to interfere in a matter which did not concern them. Why should the President direct the people to do what, perhaps, they have no mind to do? They may not be inclined to return thanks for a Constitution until they have experienced that it promotes their safety and happiness. We do not yet know but they may have reason to be dissatisfied with the effects it has already produced; but whether this be so or not, it is a business with which Congress have nothing to do; it is a religious matter, and, as such, is proscribed to us. If a day of thanksgiving must take place, let it be done by the authority of the several States." The bracketed numbers refer to footnotes at the above website.
Citing biblical precedents and resolutions of the Continental Congress, the proponents of a Thanksgiving celebration prevailed, and the House appointed a committee consisting of Elias Boudinot, Roger Sherman, and Peter Silvester to approach President Washington. The Senate agreed to the resolution on 26 September and appointed William Samuel Johnson and Ralph Izard to the joint committee. On 28 September the Senate committee reported that they had laid the resolution before the president.  Washington issued the proclamation on 3 October, designating a day of prayer and thanksgiving.
Whatever reservations may have been held by some public officials, the day was widely celebrated throughout the nation. The Virginia assembly, for example, resolved on 19 November that the chaplain "to this House, be accordingly requested to perform divine service, and to preach a sermon in the Capitol, before the General Assembly, suitable to the importance and solemnity of the occasion, on the said 26th day of November."  Most newspapers printed the proclamation and announced plans for public functions in honor of the day. Many churches celebrated the occasions by soliciting donations for the poor. Washington's secretary, Tobias Lear, wrote to John Rodgers, pastor of the two Presbyterian churches in New York City, on 28 November, that "by direction of the President of the United States I have the pleasure to send you twenty five dollars to be applied towards relieving the poor of the Presbyterian Churches. A paragraph in the papers mentioned that a contribution would be made for that purpose on Thanksgiving day; as no opportunity offered of doing it at that time, and not knowing into whose hands the money should be lodged which might be given afterwards--The President of the United States has directed me to send it to you, requesting that you will be so good as to put it into the way of answering the charitable purpose for which it is intended." 
Washington enclosed the Thanksgiving Proclamation in his Circular to the Governors of the States, written at New York on 3 October 1789: "I do myself the honor to enclose to your Excellency a Proclamation for a general Thanksgiving which I must request the favor of you to have published and made known in your State in the way and manner that shall be most agreeable to yourself."