Here's a little history lesson on the origins of Canadian Thanksgiving....
The first Thanksgiving celebration was held in Newfoundland in 1578 by an explorer named Martin Frobisher who celebrated his safe arrival to the New World.
It was declared an official holiday in 1879 and took place on various different dates throughout the years until, in 1957 the Canadian Parliament announced that on the second Monday in October Thanksgiving would be "a day of general thanksgiving to almighty God for the bountiful harvest with which Canada has been blessed."
One of the reasons Canadian Thanksgiving is held earlier than American Thanksgiving is because we are located geographical north, which means our harvest season begins earlier than their does, and because our celebrated the blessing of the harvest instead of the arrival of the pilgrims.
Read more: Canadian Thanksgiving