I celebrated Thanksgiving even when I was an active JW. Cooked a big turkey meal every year and missed meeting that Thursday night, in fact because the kids were home from school we skipped all congregational activities the whole weekend! Oh and on a few occasions we even celebrated thanksgiving with other JW's.
So did we. We usually had to go to the meeting though. Dave was the TM school overseer for 15 years. Kind of hard to get out of that. When I was a kid, we always went to my grandparents and had a big turkey dinner and didn't go to the meeting. All were JW's too. My mother tells me that no one had a good reason why not to do it, so we did.
As for Christmas, I did feel odd celebrating it the first couple of years. I didn't feel guilty because I knew there was absolutely nothing wrong with it. But I worried we would get caught, and took great pains to be sure the tree wasn't visible from the street,driving by the house. That seems so stupid now. We still are not disfellowshipped or disassociated, and don't care. This year the tree is going in the front window!!