Not sure what that would be for a visitor. The conventional wisdom is that it's mostly family gatherings and watching a lot of American football on TV. Perhaps Kylie's aunt can host a traditional Thanksgiving dinner. The 4-day weekend does entice travel given that most Americans get far less vacation time than you Aussies. When Andrew was in high school he had the whole week off and I took him to to the Caribbean. Two of those 3 trips were cruises and the ships had about 1,000 kids out of ~3,500 total passengers.I'm keen to experience the vibe of Thanksgiving.
As for the Utah national parks average November temps in Moab are high +14C, low -1C.