The Pilgrims were a group of people (mostly farmers) who went to make a new colony so that they could worship God their own way, for they did not like the changes King James I made to the church.
First, they went to Leiden Holland, but because they were farmers, they had a hard time making a living. Then, they tried to let the London company agree to let them make a new colony. After being set back a few times, a man named Thomas Weston helped them out, and arranged for a colony called New England. Speedwell and the Mayflower were the two ships, but Mayflower was the only ship that brought them to the new colony.
When the Pilgrims arrived at Cape Cod, the set to work to establish 19 major structures and many houses. But, nearly half of them died in the winter from 1620-1621, and only 7 of the 19 residential structures were built.
After the winter, a new governor John Carver was elected. Later on, the pilgrims had already begun interaction with the Indians.
The Military captain, Myles Standish organized men into a standing militia. This seemed a wise precaution but was not needed.
Because soon later, and Indian named Samoset walked boldly into their camp, and proclaimed, "Welcome Englishmen" in English. Samoset told them he knew English because he had interacted with trappers from the north. He spent the night in Plymouth and came to learn more English. Soon, Samoset managed a meeting with the pilgrims to meet the Indians. The chief, Massasoit of Wampanoag, were native Americans. The chief was wary, for he sometimes had to defend his tribe against certain Englishmen, but after meeting the pilgrims became allies with them.
Samoset knew another Indian named Squanto, who had spent some time in England after being kidnapped. Squanto later returned to his tribe, but finding they were all wiped out by disease, joined with the Wampanoag. Squanto helped the Pilgrims to learn to farm in new ways.
At November 1621, they had an anniversary of the arrival dubbed Thanksgiving, with 53 of the remaining pilgrims. They thanked God for getting them through the first year, with the Indians joining their celebration. This was only declared annual in the 1800s by Abraham Lincoln.
The Plymouth colony had several rough years, but in 1623 were in great shape. The colony was eventually governed by William Bradford.