If you need a historical costume to start your own pilgrimage, check out this Pilgrim Women's Costume.
In keeping with their disdain for elaborate rituals of the Church of England, they wore simple, plain clothing in muted colors, such as this Pilgrim Woman Costume.This Puritan women's costume features a black dress with a white collar, sleeve cuffs, and an apron with self-fabric ties at the back—perfect for any historical Thanksgiving setting. William Bradford, the colony's first governor, did use the word once in his journal.