Plymouth Colony was one of the earliest successful English settlements in North America, established in 1620 by a group of Pilgrims seeking religious freedom. They arrived on the Mayflower and settled in what is now Massachusetts. The colony was known for its harsh winters and struggles with food shortages, but it also became famous for the first Thanksgiving celebration in 1621. The colony was governed by a compact known as the Mayflower Compact, which established a form of self-government. Over the years, Plymouth Colony grew and eventually merged with the Massachusetts Bay Colony in 1691, becoming part of the larger Massachusetts colony.