The first Thursday in May has been a National Day of Prayer since Harry S. Truman proclaimed it in 1952, signing a bill to introduce it Congress. However Congress has honored Prayer since it set assigned time for prayer with each meeting beginning in 1775. Interestingly, Congress requires each President to proclaim a National Day of Prayer each year since 1988. Whether you believe in God or not, you have to admit about the only chance this world has anymore is through prayer.
How to celebrate – Pray everyday, let alone once a year. Think about it, you prove nothing trying to prove there is no God. Honor others beliefs.