The first Thanksgiving day parade was in 1920 and was sponsored by
Gimbels Department Store in Philadelphia, Pa.

The inaugural Macy’s Thanksgiving Day Parade, originally known
as the Macy’s Christmas parade, was in 1924. Both professional
entertainers and store employees marched in the parade. The
huge helium balloons were  added in 1927. The parade was
cancelled from 1942 to 1944 due to World War ll. Floats
were used for the first time in 1969.

                A  balloon in the  parade of 1929.

The first Mickey Mouse balloon was introduced in the 1934
Macy’s Thanksgiving Day Parade.