 The Wampanoag leader Massasoit also gave food to the colonists during the first winter when supplies brought from England were insufficient.The Pilgrims celebrated at Plymouth for three days after their first harvest in 1621.The exact time is unknown, but James Baker, the Plimoth Plantation vice president of research, stated in 1996, "The event occurred between Sept. 21 and Nov. 11, 1621, with the most likely time being around Michaelmas (Sept. 29), the traditional time."