We celebrate Pride because we grew up being taught that being queer, or worse-queer and loud, was something shameful. We celebrate Pride because there are so few times that we feel safe to be openly ourselves in a public crowd.
Most importantly it's a time of connection for LGBTQIA+ folks to come together and support each other. GLAAD calls it the 'many faces of Pride.' Pride is a celebration, a rally, a riot, and a memorial.
Pride Month, like pride events for other marginalized groups, isn't just one thing. Pride was originally celebrated as 'Gay Pride Day' on the last Sunday of June to commemorate the Stonewall Riot on June 28, 1969, but one day isn't nearly enough.