Thanksgiving is an interesting time if you're an expat in the States. Intellectually of course I "get" the protocol—the family gatherings, the turkey meal, all-day Bond marathons on TV, mega-retail, putting up the Christmas tree, and so on—but viscerally my experience seems inevitably different from that of those around me. They've grown up with the holiday and I haven't.
The difference isn't about knowing the rituals: these can easily be learned and acted out. The difference is that after decades of experiencing the tradition it internalizes and becomes a "feeling". Thanksgiving has a particular "feel" to US natives, the substance of which is an aggregation of memories going all the way back to childhood. Thanksgiving doesn't have a "feel" for me in a way that Christmas Eve does, for example.
This isn't to say, of course, that it's not a good time. This year Wendy and I stayed in San Francisco for Thanksgiving, something we've not done before. We were thankful for each other, the amazing city we live in, the Californian climate, the house we love to live in, and the beauty of the fall.