In the 2010s, a rumor was started that Black Friday got its name because slaves were sold at half price the day after Thanksgiving, but there's no evidence of that, plus the term didn't take off until well after slavery was abolished.
There was no official Thanksgiving Day until Lincoln declared one in 1863. New England did regional celebrations of it. The whole Plymouth Rock, pilgrims, etc. Other politicians called for days of thanks over the decades but the month/date itself varied. It wasn't until after the Civil War started that it was made a holiday and a definite date set for it (last Thursday in November).