From Smithsonian:
Today, the traditional Thanksgiving dinner includes any number of dishes: turkey, stuffing, mashed potatoes, candied yams, cranberry sauce and pumpkin pie. But if one were to create a historically accurate feast, consisting of only those foods that historians are certain were served at the so-called “first Thanksgiving,” there would be slimmer pickings. “Wildfowl was there. Corn, in grain form for bread or for porridge, was there. Venison was there,” says Kathleen Wall. “These are absolutes.”
Two primary sources—the only surviving documents that reference the meal—confirm that these staples were part of the harvest celebration shared by the Pilgrims and Wampanoag at Plymouth Colony in 1621. Edward Winslow, an English leader who attended, wrote home to a friend: “Our harvest being gotten in, our governor sent four men on fowling, that so we might after a special manner rejoice together after we had gathered the fruit of our labors. They four in one day killed as much fowl as, with a little help beside, served the company almost a week. At which time, amongst other recreations, we exercised our arms, many of the Indians coming amongst us, and among the rest their greatest king Massasoit, with some ninety men, whom for three days we entertained and feasted, and they went out and killed five deer, which they brought to the plantation and bestowed on our governor, and upon the captain and others.”
More here.