I am from Quebec and honestly, I know nothing about Thanksgiving day or "Action de Grâce" since we don't celebrate it. The only thing good about it is that we don't work or go to school on Thanksgiving day ;)
Consequently, I think that as a future English teacher, it could be a good idea to create an activity for this occasion in order to teach students things about this day. It would be good for them, and for me, to know WHY they don't go to school on that day. I looked on the Internet for some activities and I found this interesting website where you can find games, recipes, printables, etc.: http://familyfun.go.com/thanksgiving/
This one has printable books, coloring worksheets, etc. : http://www.enchantedlearning.com/crafts/thanksgiving/
I would like to know how Thanksgiving is celebrated in other countries. What do English people do on that day?