What was the first official national holiday in the United States of America?

On June 28, 1870, the Congress of the United States established New Year's Day, Independence Day, Thanksgiving Day, and Christmas Day as federal holidays within the District of Columbia. They later added George Washington's Birthday and expanded the scope to all federal employees.

https://fas.org/sgp/crs/misc/R41990.pdf (on p4)

On September 28, 1789, just before leaving for recess, the first Federal Congress passed a resolution asking that the President of the United States recommend to the nation a day of thanksgiving. A few days later, President George Washington issued a proclamation naming Thursday, November 26, 1789 as a "Day of Publick Thanksgivin" - the first time Thanksgiving was celebrated under the new Constitution. Subsequent presidents issued Thanksgiving Proclamations, but the dates and even months of the celebrations varied. It wasn't until President Abraham Lincoln's 1863 Proclamation that Thanksgiving was regularly commemorated each year on the last Thursday of November.

http://www.archives.gov/legislative/features/thanksgiving/