No matter what is your religion (Islam, Judaism, Buddhism, Hinduism, Sikhism, Atheism, or any other belief) It’s OK to celebrate Thanksgiving. This is because Thanksgiving does not belong to Christianity, it’s a secular celebration of the harvest and a way of family gathering and thanking God for all the good deeds we have. Perhaps it’s the only big holiday for believers and non-believers.
The Thanksgiving holiday is not observed in all the Christian majority countries. It’s mainly in the US, and Canada. Which is a proof that it’s not meant for Christians alone.