There are many different ways to answer this question. Let us look at a few.
One way to answer this is to say that Thanksgiving is celebrated as a way of emulating the Pilgrims who were some of the earliest European settlers in what is now the United States. The Pilgrims had a three-day holiday to celebrate their first good harvest after they came to New England. Some of our traditions today are based on the idea that our celebrations are imitations of their celebration.
A second way to answer this is to say that we celebrate Thanksgiving because Abraham Lincoln proclaimed it as a holiday in 1863. In that year, the Civil War was raging, but Lincoln felt moved to call for a day of thanksgiving on the final Thursday of November. He wanted to give thanks for the blessings that the country enjoyed even in the middle of a terrible war. Ever since then, Thanksgiving has been celebrated as a holiday, although the date has been moved around at times. In this view, then, we celebrate Thanksgiving because President Lincoln established it as a holiday over 150 years ago.
A final answer is that we celebrate Thanksgiving because it is traditional. We can say that the real reason people celebrate this holiday is because that is how things are done. Schools are out on Thanksgiving and the day after. Some places of business give employees the day (or both days) off. People value Thanksgiving as a day when they can get together with family and enjoy a large meal and other activities with the people they love. If we look at things in this way, Thanksgiving is celebrated because it is something that Americans like to do. We have grown up with it and it strikes a chord with us. It makes us happy to celebrate the holiday, so we do.
Any of these three answers would be a plausible response to this question.