The Great Cross marks the spot where the Spanish first landed in St. Augustine, Florida on September 8, 1565.  The statue of  Father Francisco Lopez marks the spot where the first THANKSGIVING mass was celebrated.

We always think that the first Thanksgiving happened in 1621 with the Pilgrims who settled in Massachusetts. In this Thanksgiving the local Indians came to the Pilgrims and brought them native food. There is no doubt that this really happened, but was it really the first Thanksgiving in the Americas? History says no. The first Thanksgiving occurred about 56 years before that in 1565. This one, like the Pilgrim Thanksgiving also involved European settlers and American Indians.
On September 8th, 1565 (the day the Church celebrates the birthday of the Blessed Virgin Mary), Spanish settlers landed at what is now St. Augustine, Florida. The first person to come on land was Father Francisco Lopez, the chaplain of the expedition. He came on land holding a cross. The leader of the exposition, Pedro Menéndez de Avilés, then came on land while Father Francisco was holding the cross. The leader then kneeled down in front of the cross and kissed it. The rest of the exposition came on land and did some preliminary set up and then gathered to celebrate mass in thanksgiving for the safe passage they had been given. Catholic’s know the mass as the celebration of the Eucharist. Eucharist in Greek means Thanksgiving.
Immediately following the mass, Father Francisco, now the first pastor of the first settlement in the Americas, declared that they would celebrate a fraternal meal by inviting the Timucua Indians to dine with the settlers. The landing site of the Spanish was right next to a large Timucua village. The two peoples celebrated a Thanksgiving feast together. This was certainly the first Thanksgiving meal celebrated in the Americas.
Our traditional Thanksgiving dinner usually consists of roasted turkey, potatoes and vegetables that were probably used at the Pilgrim’s Thanksgiving in Massachusetts. The Indians provided these foods to be shared with the settlers. The Spanish Thanksgiving in St. Augustine, Florida was quite different. Historical records show that it consisted of food brought by the Spanish settlers. This food was salted pork, garbanzo beans, ship’s bread and red wine. It also, most likely, consisted of some foods gathered by the Spanish settlers when they stopped in the Caribbean Islands. The Timucua Indians probably provided corn, fresh fish, berries, or beans.
The two Thanksgiving dinners had much in common. They both included the European Settlers and the Native Americans. They both were done in Thanksgiving to God for all that He had done. They both included food that was shared by all. They both had a sense of Thanksgiving to God as well as a sense of fraternal gathering. The main difference is that the Catholic Thanksgiving began with a Thanksgiving meal that goes all the way back to the Apostles and the early Church and has been celebrated every day since then by the Church.
The Pilgrims came to the America to escape from governmental persecution of their Puritan religion. The Spanish came to America with direction from their government and with a twofold mission; first to bring the message of Jesus’ salvation, and second to gain new lands for Spain. It is interesting that the first thing done is to have the Chaplain of the exposition bring a cross on to the new land and then, almost immediately after, to celebrate the Eucharist. The fraternal dinner with the Native Americans was to follow the mass. This is very much like the early Church which first had the celebration of the Eucharist followed by the Agape fraternal meal. Even today, in many families, we go first to mass on Sunday and then have a family Sunday dinner. The real first Thanksgiving gets the order right: first give thanks to God and then celebrate our fraternal love with each other. This is something we should do every day, not just once per year.