When married couples feel pulled between their respective families at holidays, I always suggest not placing a special focus on which family you'll be with for the symbolic holiday event -- whether it be Thanksgiving dinner, opening presents at Christmas, or the Passover Seder. Spending some time with family during the holiday period is the goal, not seeing who "gets you" for the main event.
Rather than making this an annual "which family will be chosen?" contest each year, spend some relaxed, meaningful moments with both families, if possible. If that's not a workable plan, alternating holidays with each family appears to be the best solution.
Have you considered inviting your families to your home for the holiday? This might be a solution that both families would warm to, given your status as a new family. There are no wrong decisions to be made, as long as your decisions are not based on fear and/or guilt. Have a glorious day of thanks. You have much to celebrate.