Ghandi is honored for his non-violent resistance and nationalism, not his racism.
Columbus is honored for discovering (yes, discovering) the New World, not for any real or pretended offenses to the natives.
MLK is honored for his civil rights leadership, not his womanizing.
Washington, Jefferson, et al, are honored for promoting human rights and liberty, not for owning slaves.
Thanksgiving Day honors God and remembers those who set a good example of pious thankfulness toward Him. It has nothing to do with maltreatment of native peoples.
And if we're going to take down the statues, it is absolutely shameful to do so because race-rioting thug mobs are threatening to burn down the dollar store. Letting ourselves be ruled by know-nothing thugs is obviously much worse than if we had statues to Nathan Bedford Forrest in every square.