Where I come from (Chicago) there aren't really gifts at Thanksgiving, as such.

Sometimes the host will ask participants to bring a specific dish. As these are usually family dinners or gatherings of close friends, the host or hostess will know that "Aunt Sally" (or whoever) makes a particularly good pumpkin pie, corn pudding, jello salad, dinner rolls, or whatever. So there will be a family tradition that certain people contribute a dish. In my family, I usually bring "tofurky" or some other vegetarian entree because my husband is vegetarian. That makes it easy for my aunt and uncle so they don't have to deal with what to feed him other than turkey.

Otherwise, flowers for the hostess, or any other appropriate gift that one might bring to someone hosting a casual dinner party.