Thomas Wedding, Sr was son of John Wedding (1706-1772). John died in Charles Co., MD. He may have been born in the colonies, but one web site says he was born in England. However, there's no documentation for his birth, and my dad spent 20 years looking (including two trips to England). There are no records of his immigration either.
I doubt he came from Germany since he was Church of England -- see his will at http://ftp.rootsweb.com/pub/usgenweb/md/charles/wills/weddin...
There are Wedding families in Germany and Holland (I've researched there), but no connections to the MD Weddings. Descendants of John Wedding, Sr. went west to Kentucky, Indiana, Ohio in the early 19th century. My branch of the family went to Ohio and then Illinois.
If you want more details about John Wedding, Sr. or Thomas Wedding, Sr.'s siblings, ask.