I am spending Thanksgiving with friends, but I have spent it alone sometimes in years past. I have no family as they were all gone early in my life, so usually I had a choice of going to someone else's home or just staying home. Some people assume that you don't want to be alone on holidays (I can't tell you how many times I've heard, "oh, you POOR THING, you don't have any FAMILY!!) so they invite you, but sometimes those of us without family just don't want to go to to another family's gathering. Heck, some of us didn't even want to spend holidays with OUR family when we had one.
Some people assume you are going to be lonely, but they often assume that wrongly. I have enjoyed a number of holidays alone when, for me, it was a welcome day or weekend to be off from work and do what I wanted to do which wasn't necessarily going to a gathering.
There were also a number of years where I spent Thanksgiving with a group of friends who were also without families, and we called it the "Orphans' Thanksgiving", and it was always a good time, but we don't live near one another anymore.