The purpose of celebrating     Thanksgiving in Canada verses the US.

In Canada, Thanksgiving is celebrated on the second Monday in October. Unlike the American tradition of remembering Pilgrims and settling in the New World, Canadian give thanks for a successful harvest. 
The harvest season falls earlier in Canada compared to the United States due to the fact that Canda is further North.
Finally, on January 31st,1957, Parliament proclaimed " A Day of General Thanksgiving to Almighty God for the beautiful harvest with which Canada has been be observed on the 2nd Monday in October."

Where did the word "Fall" come from?

The North American name for the season,"Fall" probably derived as a contraction of the phrase"fall of the leaves," and since became used interchangeably.
The word 'autumn' is derived from the French word 'Automne'
and became popular in usage for the season since the 16th century.