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The slightest breeze rustled through the open doors of All Saints' Church, a 600-year-old structure in Babworth, England.

I shivered. It wasn't really cold and I don't believe in ghosts, but I could certainly feel the spirit of history in this well worn house of worship. I am, after all, an American.

"This is really where America began," argued Peter Swinscoe, the warden and tour guide. "This is where William Bradford and William Brewster met, where their journey began."

This month, as we celebrate Thanksgiving, our thoughts may turn to stories of Plymouth Rock, the Mayflower and the Native Americans who helped the Pilgrims survive their first winter. But I had never given a lot of thought to the Pilgrims before they arrived in the New World. So, always sprinkling a dose of history into our travels, my husband and I set sail (metaphorically) for the Old World to better understand how the Thanksgiving holiday came about.

If you recall your world history, King Henry VIII left the Roman Catholic Church and formed the Church of England so that he could divorce Catherine of Aragon and marry Anne Boleyn. That was in 1534 and it shook England to its core. British citizens were now required to worship in the Church of England.

By the late 1500s, the minister at All Saints' began preaching about the separation of church and state, a radical concept at the time. Brewster and Bradford were drawn to the idea, as were many others who would eventually board the Mayflower.

Today, visitors are welcome to attend services at All Saints' Church on the first, second and third Sundays of each month. In nearby Scrooby, Nottinghamshire, you may attend a service, tour the church where Brewster was baptized or visit the Gainsborough Old Hall in Lincolnshire, where worship services were held in secret for years.

Southampton to Plymouth

The Separatists, whom we now call Pilgrims, wanted to worship as they pleased without government interference. After escaping to the Netherlands for 12 years, they decided America was the answer to their prayers.

Originally, there were two ships bound for America: the Speedwell and the Mayflower. They stocked up on provisions and set sail from Southampton. So my husband and I took a train from Scrooby 200 miles south to Southampton — a much easier journey than it would have been 400 years ago. The SeaCity Museum there, with its rich maritime history, is a must-see.

The Pilgrims planned to leave by August 1620, before storms developed on the North Atlantic, but the Speedwell developed leaks and both ships stopped for repairs in Dartmouth. This city, where Agatha Christie's home is a top attraction, is a charming summer community with significant World War II history, as well.

Again, the Pilgrims set sail, only to return to England one more time, this time to the port of Plymouth. Behind schedule and with the Speedwell creating risks, many passengers changed their minds. The remaining 102 boarded the Mayflower, leaving England for the last time on Sept. 16, 1620. Only 48 would survive to celebrate their first Thanksgiving in America.

Every nook and cranny of Plymouth, England, celebrates its connection to the Pilgrims, whom the British call Pilgrim Fathers. I quietly chafed at that, recognizing the more than 50 women and children on the Mayflower who also suffered and died.

The Box Museum in Plymouth showcases the Pilgrim story, as well as other famous voyages that left the port. The Box commissioned artwork from the Wampanoag Nation that taught Pilgrims about farming and other food-gathering techniques in America.

We stopped for brownies and a cup of coffee at the Jacka Bakery, where locals were enjoying a "cuppa" and conversation. It's a small place, so it's easy to notice a little plaque on the wall that quietly boasts that this is the oldest continuously operating bakery in Britain. Since the early 1600s, much of that time in the same family, this bakery has been making cookies, biscuits and other treats.

When the little Mayflower finally left Plymouth for the New World, a barrel of Jacka Bakery biscuits was in its cargo hold. The owner told me they still have the recipe and he made a batch in anticipation of 2020's quadricentennial.

"They tasted like sawdust bricks," he said. That was the end of his plans to add them permanently to the menu.

Our next stop was at the Plymouth Gin Distillery. When the Pilgrims were here waiting for repairs, it was a friary. Several of the men in the group slept here. The women stayed on the ship.

In the 1790s, the friary became a distillery. It was here where the first martini was mixed. An authentic martini, many believe, can only be made with Plymouth Gin. Look closely on the label — it contains an image of the Mayflower.

London tipple

Your journey to England will most likely include flights in and out of London. Make time for a visit to the Mayflower Pub. Built in 1550, it is considered the oldest pub on the River Thames.

Prior to the Mayflower transporting Pilgrims, the little boat moved goods up and down the Thames. Captain Christopher Jones lived just a block from the pub. When he was home, he moored the Mayflower right outside this pub, then called the Spread Eagle. Captain Jones died a year after returning to England and is buried nearby at St. Mary's Church in Rotherhithe, London.

Enjoy a pint on the deck overlooking the Thames and ask to see the guest register. It lists the names and locations of Mayflower descendants, now scattered around the world, who have visited this historic pub.