I don't know how many people are in your family but here are a few fun Thanksgiving traditions I married into:
Each Thanksgiving, we swap who cooks the meal. This year, all the women cooked while the guys relaxed...next year the guys will be in charge of dinner while we put our feet up.
Also, when each person arrived to the house, we wrote down on a piece of paper what we are thankful for (didn't sign our names) and went around the table at dinner. Each person draws a slip and reads it and everyone guesses who that slip belongs to. You can write something serious or add some humor :) !