We ought to give thanks in all things
The Pilgrims gave thanks no matter what their circumstances. We can certainly learn a lot of lessons from them. I got the original lesson for this from HERE. You can download a power point lesson there, but I thought it would be nice to have an audio form of the story.
I think the pilgrims truly practiced this verse:
1 Thessalonians 5:18 In every thing give thanks: for this is the will of God in Christ Jesus concerning you.