Explaining any Holiday to young children can be difficult. Books are often helpful as they offer words and pictures to connect the experiences a child is having. Although there are many books about Thanksgiving, rarely have I found one that is appropriate for a young child. Most Thanksgiving books describe the origins of the Thanksgiving meal. Although this is important information to pass on, it may be too soon for children under three. I find it is much more appropriate to discuss what it means to be thankful and then discuss for what we might be thankful.
The book Thanksgiving is for Giving Thanks by Margaret Sutherland http://amzn.to/1xULht0 is the perfect book for children under three. It is clear, diverse in its illustration of family and friends, and the perfect length.