The Macy's Thanksgiving Day Parade started in 1924 as the Macy's Christmas Parade, according to Macy's. It was started by employees and featured animals from the Central Park Zoo.
My mother, starting with me, the oldest, got us youngsters interested in the Macy's Thanksgiving Day Parade from the time we were very young. She told us that Santa Claus would appear at the end of the parade and after that he would be at Pomeroy's, one of the anchor stores at the Levittown Shop-O-Rama in Levittown, Pennsylvania. That was a big hook that got us to behave, sit still for a while Mom and Dad got Thanksgiving Dinner started. It worked more or less because I have memories of my contemporaneous childhood impressions of wanting to see Santa. Back in those days, Santa Claus (or one of his helpers 😉) wouldn't be in any store until the Friday after Thanksgiving. Forget about _any_ store whatsoever being open on Thanksgiving Day fifty years ago. It was unheard of.