Adding a little to the post by John Hernandez, settlement in the Upper Rio Grande Valley (Santa Fé and Albuquerque area) began in 1598 officially; a few were there a little earlier.
In junior high school in Santa Fé we had a full course in New Mexico history, but U. S. history had been taught in bits and pieces in grade school, never emphasized as a course. As a result, we Anglos celebrated thanksgiving but for many it was just another gringo day.