I guess it must've started out like the one in the US, I really don't know. I know it is celebrated more in the english-speaking provinces. Mel & Nancy can attest to that. Here it just isn't important.
It's not really like the US Thanksgiving - not a Pilgrim to be seen... think more along the lines of the European harvest festival; cornucopias, pumpkins, corn, wheat sheaves etc... a bountiful harvest.
It was previously celebrated on different days (first Thanksgiving was in 1578), but has been firmly set now on the second Monday in October since 1957.
It's also really common here for people to celebrate on Sunday instead of on the actual Thanksgiving Monday....actually most people I know have the turkey on Sunday instead to allow people to travel on the Monday. Lots of people I know end up having multiple dinners this way because you usually know someone having dinner on the Monday to who will inevitably invite you over if they find out you aren't having turkey!
I guess our thanksgiving is earlier because our harvest season tends to come a little earlier being further North.
DH wasn't feeling well for Thanksgiving, so it ended up just being us and the girls with a turkey we'd intended to feed another four people...............we're still eating turkey.