If you are a guest:
If you’re invited to a feast, you should let the host know that you are a vegetarian. Say something like, “Thanks, I’d love to come! You probably know I’m a vegetarian. I don’t want to inconvenience you, and I hope you won’t be offended if I don’t sample every dish that you serve. Is it OK if I bring my delicious Brown Rice Pilaf with Dried Apricots?” (or whatever vegetarian dish you’d like to bring). Your host will probably appreciate the offer, especially if s/he is unaccustomed to cooking for vegetarians.
Many people don’t realize that the chicken broth in the Acorn Squash Puree and marshmallows atop the sweet potatoes make those dishes non-vegetarian.
It’s helpful to say what you do eat, as well as what you don’t. If your host seems particularly interested in your dietary choices and asks what s/he can have available for you, feel free to tell her/him. It can be as simple as un-buttered vegetables (if you’re vegan or an ovo), a baked sweet potato, bean salad, rice, etc. If your host is more adventurous, maybe s/he’d like to borrow one of your vegetarian cookbooks and give veggie cooking a whirl. Many ‘traditional’ Thanksgiving dishes are easily adapted for a vegetarian palate.
It might be a good idea to eat something before you get to your destination, just in case you find yourself confronted with cheese balls rolled in bacon bits as an appetizer and not one all-veggie dish on the menu.
It’s fine to ask what’s in a particular dish and politely decline something that doesn’t fit your lifestyle, but now isn’t really the time to explain how turkeys are raised and subsequently killed for our annual Thanksgiving feast. If you are dining with people unfamiliar with a vegetarian lifestyle, you might find yourself being asked a lot of questions, particularly, “Are those green beans all you are going to eat?” Don’t be insulted – people unfamiliar with your style of eating may simply be genuinely curious. Or, they might be real jerks – but again, now isn’t the time to get into it. Feel free to state “I’m a vegetarian and I don’t eat meat for personal reasons” or whatever you are comfortable saying – but keep it brief and upbeat.