Next we jump to 1789. The first Federal Congress asked President George Washington to declare a national day of Thanksgiving, so proclaimed Thursday, November 26, 1789 a "Day of Publick Thanksgivin" (an objectively better name), according to the National Archives. Congress made its request in late September, so November was a natural month to pick. After that, Thanksgiving Proclamations were made yearly and varied by month and date. Finally, in 1863, President Abraham Lincoln proclaimed that Thanksgiving was to be celebrated on the last Thursday of November every year.
All was well and good for formalized national expressions of gratitude.
Why the fourth Thursday?
In 1939, however, things got weird: Two Thanksgivings were observed. The last Thursday in November of that year also happened to be the last day of the month, and President Franklin D. Roosevelt was worried that an economy still recovering from the Great Depression would be further stifled by a shortened Christmas shopping season. He proclaimed that Thanksgiving was to be on the second-to-last Thursday of November. This was perceived as commercializing the holiday, and 16 states decided they would keep Thanksgiving just where it was, thank you very much. Thirty-two states went along with the president, resulting in a two-year double helping of appreciation, with a portion of the nation celebrating with the president, and the rest of the country celebrating its own Thanksgiving a week later. Obviously, this was silly and unsustainable.