Why do people eat pumpkin at thanksgiving day?

Pumpkin pie was not really pumpkin pie back then. It was known the first settlers complained about the lack of flavor in pumpkin offered by the natives who simply roasted the squash in the ashes of a fire and ate it. To make the gourd more palatable it is likely the pilgrims cut the top off the pumpkin, added milk (when available) honey and spices. They would then simply roast the whole thing beside the fire and scoop out the pulp.