Here is a fun craft that is easy for the little ones Toilet Paper Roll Turkey.
And a coloring page ---Right click save as and then print or just click print target.
Books related to Thanksgiving--
What Is Thanksgiving?
Reviewed on Amazon---"A quick and easy reminder to toddlers what Thanksgiving is all about. Only caution is that is does have a religious theme so if you are not Christian, you may not like it. I personally loved it and found it a perfect way to explain the real meaning behind Thanksgiving (other than the food, the football, the parade). It rhymes and its short so good really for any age." For more info
Thanksgiving Is for Giving Thanks
Reviewed on Amazon--"This is a very cute Thanksgiving book. My boys (ages 3 & 6) do seem to enjoy it and do tell me what they are thankful for, after seeing some of the things in the book. It was a bit shorter than I expected though, but otherwise a nice book." For more info