If you get treated like a second class citizen because of your sexual preference for long enough, the tendency is to either celebrate who you are or stay in the closet. As we all know now, those who choose to live a lie end up -- understandably -- pretty ****ed up. Fighting who you naturally are often leads to personal destruction.
Pride started because:
1) It's a way for gays to no longer feel shame and celebrate who they are naturally.
2) It's a way to meet others who've experienced similar 'shame.'
3) It's a way to encourage gays to be who they are and come out of the closet.
4) It's a way the help gay family members to understand.
Heterosexual people -- like you and I -- do not need any form of celebration because we are not repressed because of our sexuality.