This would depend on your situation Lost....first you must decide which ones you want to celebrate. In my case, I started celebrating holidays after my first son was born - and I went ALL out! I had to do it all, experience it all, and I still do. Christmas is a HUGE one for me - I'm gonna start crying thinking how beautiful my xmas' have been, and how I've been able to relive all the wonderful feelings & emotions a child can have for those holidays watching my children every year. Although I missed it all during my own childhood, I have been truly blessed in being able to relive it all through my children. I realize what that holiday is TRULY about, friends & family, "Poems, Prayers & Promises" (to quote the song from John Denver - OMG).
And Birthdays - that's the other one I'm big on! I love going all out for the kids on theirs as well. Again, partially reliving a non-existant childhood for myself, and to give them a childhood that will be full of happy moments & a good grasp of "home" & "family tradition" - which is something that we as witnesses never experienced. We were too busy being part of a collective, part of Jehovah's organization, for the most part to realize that strength comes in the nucleous family.
Decide which ones you wish to try - and just go for it!! Buy a xmas tree & some lights, shop during the time, bake & cook. Have friends or loved ones to share that with - that's what it's all about. The rest you'll figure out as you go along!