In 1621, the English settlers in the Plymouth Colony held an observation of Thanksgiving. Awesome.
"A few quotations will throw more light upon the spirit of these pious adventurers than all we can say of them. Nathaniel Morton, the historian of the first years of the settlement, thus opens his subject:
"Gentle Reader, - I have for some length of time looked upon it as a duty incumbent, especially on the immediate successors of those that have had so large experience of those many memorable and signal demonstrations of God's goodness, viz., the first beginners of this Plantation in New England, to commit to writing his gracious dispensations on that behalf; having so many inducements thereunto, not onely otherwise but so plentifully in the Sacred Scriptures: that so, what we have seen, and what our fathers have told us (Psalm lxxviii. 3, 4), we may not hide from our children, showing to the generations to come the praises of the Lord; that especially the seed of Abraham his servant, and the children of Jacob his chosen (Psalm cv. 5, 6), may remember his marvellous works in the beginning and progress of the planting of New England, his wonders and the judgments of his mouth; how that God brought a vine into this wilderness; that he cast out the heathen, and planted it; that he made room for it and caused it to take deep root; and it filled the land (Psalm lxxx, 8, 9). And not onely so, but also that he hath guided his people by his strength to his holy habitation and planted them in the mountain of his inheritance in respect of precious Gospel enjoyments: and that as especially God may have the glory of all unto whom it is most due; so also some rays of glory may reach the names of those blessed Saints that were the main instruments and the beginning of this happy enterprise."
It is impossible to read this opening paragraph without an involuntary feeling of religious awe; it breathes the very savor of Gospel antiquity. The sincerity of the author heightens his power of language. The band which to his eyes was a mere party of adventurers gone forth to seek their fortune beyond seas appears to the reader as the germ of a great nation wafted by Providence to a predestined shore.
The author thus continues his narrative of the departure of the first pilgrims:
"So they left that goodly and pleasant city of Leyden, which had been their resting-place for above eleven years; but they knew that they were pilgrims and strangers here below, and looked not much on these things, but lifted up their eyes to Heaven, their dearest country, where God hath prepared for them a city (Heb. xi. 16), and therein quieted their spirits... But the tide (which stays for no man) calling them away, that were thus loth to depart, their Reverend Pastor falling down on his knees, and they all with him, with watery cheeks commended them with most fervent prayers unto the Lord and his blessing; and then, with mutual embraces and many tears they took their leaves one of another, which proved to be the last leave to many of them."
The emigrants were about 150 in number, including the women and the children. Their object was to plant a colony on the shores of the Hudson; but after having been driven about for some time in the Atlantic Ocean, they were forced to land on that arid coast of New England which is now the site of the town of Plymouth.
"But before we pass on," continues our historian, "let the reader with me make a pause and seriously consider this poor people's present condition, the more to be raised up to admiration of God's goodness towards them in their preservation: for being now passed the vast ocean, and a sea of troubles before them in expectation, they had now no friends to welcome them, no inns to entertain or refresh them, no houses, or much less towns to repair unto to seek for succour: and for the season it was winter, and they that know the winters of the country know them to be sharp and violent, subject to cruel and fierce storms, dangerous to travel to known places, much more to search unknown coasts. Besides, what could they see but a hideous and desolate wilderness, full of wilde beasts, and wilde men? and what multitudes of them there were, they then knew not: for which way soever they turned their eyes (save upward to Heaven) they could have but little solace or content in respect of any outward object; for summer being ended, all things stand in appearance with a weather-beaten face, and the whole country full of woods and thickets, represented a wild and savage hew; if they looked behind them, there was the mighty ocean which they had passed, and was now as a main bar or gulph to separate them from all the civil parts of the world."" (Democracy In America, Volume 1, de Tocqueville, Alexis, New York: The Colonial Press, 1899, Chapter II - Origin Of The Anglo-Americans, And Its Importance In Relation To Their Future Condition)
Before disembarking from the Mayflower, 41 of the Pilgrims wrote and signed the Mayflower Compact:
"In the name of God. Amen. We, whose names are underwritten, the loyal subjects of our dread Sovereign Lord King James, etc., etc., Having undertaken for the glory of God, and advancement of the Christian Faith, and the honour of our King and country, a voyage to plant the first colony in the northern parts of Virginia; Do by these presents solemnly and mutually, in the presence of God and one another, covenant and combine ourselves together into a civil body politick, for our better ordering and preservation, and furtherance of the ends aforesaid: and by virtue hereof do enact, constitute and frame such just and equal laws, ordinances, acts, constitutions, and officers, from time to time, as shall be thought most meet and convenient for the general good of the Colony: unto which we promise all due submission and obedience," etc. (United States History 1600-1987, Immigration and Naturalization Service U.S. Department of Justice, 1987, I - Discovery And Colonization)
"The Pilgrims, fleeing from religious persecution in Europe, set sail for North America on their ship the Mayflower in 1620 using Captain Smith's 'A Description of New England' as a guide. Later that year they established a colony at Plymouth and set up a democratic government in accordance with the terms of the "Mayflower Compact," which was an agreement binding all to conform to the will of the majority. During the first harsh winter at Plymouth, more than half of the Pilgrim Colonists died, but in spite the weather and other hardships, including Indian attacks, the settlement soon began to prosper. A friendly local tribe known as the Wampanoag Indians were very helpful to the new settlers, teaching them special techniques for effectively farming the land and preparing for the long cold winters. These good relations resulted in the first Thanksgiving in 1621." (America: Past And Present, Divine, Robert A.; Breen, T.H.; Fredrickson, George M.; Williams, R. Hal, HarperCollins College Publishers, Inc., 1995, Chapter 2 - Competing Visions: English Colonization In The Seventeenth Century)
To sum up, the Pilgrims left their homes in England under persecution. They endured a lay-over in Leyden, Holland, for 11 years before crossing the Atlantic in setting out for The New World. (I've been on replicas of ships built in that era and can barely imagine spending months crowded on one while crossing an ocean.) They were blown off course and anchored at what was to become Plymouth, Massachussetts. They disembarked into an unknown wilderness with extremely harsh winters while having few survival skills. Long before the onset of the trip they sought the will of God, prayed for His blessing, and praised His goodness and continued to do so throughout. During the first winter half of them slowly suffered and died; wives, husbands, children, and friends. As the following winter approached, what did they do? They celebrated in Thanksgiving.
I suspect that these Pilgrims had more than just a 'mental, intellectual assent' to the Gospel of the Lord Jesus Christ. They had indeed lived the exhortation of the Apostle Paul in Romans 12:2-- "Do not conform any longer to the pattern of this world, but be transformed by the renewing of your mind. Then you will be able to test and approve what God's will is--his good, pleasing and perfect will."