New Yorkers know what to expect from Macy's Thanksgiving Day Parade: towering balloon characters, marching bands, elaborate floats, and Santa Claus waving from his sleigh as the procession inches from Central Park West and 77th Street to Macy's iconic Herald Square store.

It's a beloved holiday tradition, but it's notably different than the much more humble inaugural parade Macy's held in 1924.

For starters, though the first parade was held on November 27—which was Thanksgiving Day in 1924—Macy's called it a Christmas Parade. Store employees apparently came up with the idea.

"Earlier that year, a group of Macy's employees who were largely first-generation immigrants had asked the company to put on a parade to celebrate two things: The upcoming Christmas season, and the pride they felt in their new country," according to Better Homes & Gardens.

Macy's corporate leaders may have liked the idea for another reason. "Macy's hoped its 'Christmas Parade' would whet the appetites of consumers for a holiday shopping feast," wrote history.com.

The first parade took a much longer route, starting at Convent Avenue and 145th Street and making its way to the flagship Macy's on 34th Street. Opened in 1902 after Macy's long reign on the 14th Street end of Ladies Mile, the massive shopping mecca was a mere 22 years old at the time.

Macy's took out newspaper ads to let New York know about the parade, promising a "marathon of mirth," per history.com. That tagline was often used to advertise vaudeville shows, and indeed, the first parade had something of a vaudeville-like feel. (Below, the small ad the Brooklyn Eagle ran announcing the upcoming parade.)

"While the parade route may not have extended over 26 miles, its 6-mile length certainly made for a long hike for those marching from Harlem to Herald Square," the site continued. "The spectators who stood four and five people deep, however, could watch it all in just a matter of minutes since the modest street pageant stretched the length of only two city blocks."

What about the entertainment? The parade had no balloon floats yet, but three floats pulled by horses were themed around Mother Goose characters, such as Little Miss Muffet (second photo). Macy's employees also dressed up as clowns, cowboys, princesses, and knights, lending the parade a circus-like, stage show aura.

Animals were also featured, conveniently borrowed from the Central Park Zoo. "Live animals including camels, goats, elephants, and donkeys were part of the parade that inaugural year," stated a 2011 New York Daily News piece.

While Santa Claus was at the rear of the parade, he didn't disappear once the procession ended on 34th Street. "By noontime, the parade finally arrived at its end in front of Macy's Herald Square store where 10,000 people cheered Santa as he descended from his sleigh," wrote history.com.

Once he emerged from his sleigh, the site explained that Santa "scaled a ladder and sat on a gold throne mounted on top of the marquee above the store's new 34th Street entrance near Seventh Avenue."

Though the parade wasn't widely covered the next day in the papers (above, a grainy photo from the Daily News of the parade on Broadway), it was a smashing success. Macy's was so pleased, they vowed to do it again on Thanksgiving 1925.

In the 1920s it became an annual event, but not without big changes. The zoo animals were replaced by balloon floats (above, in 1926) and then actual balloon characters as we know them today. Felix the Cat was the first one, in 1927; unfortunately Felix collided with an electrical wire in New Jersey in 1931 and was no more.

The parade route was shortened, the crowds got huge, balloons were no longer released into the air after the parade ended, and the first TV broadcast in 1947 turned it into a national celebration marking the beginning of the holiday shopping season.

[Top photo: Macy's via bhg.com; second and third photos: Macy's; fourth image: newspapers.com; fourth and fifth images: newspapers.com; sixth and seventh images: Macy's]