The only thing I know about May Day is that the Soviets used to parade all their missiles through the streets of Moscow. What kind of marching do you do? Military type, where you keep in step and do rhythmic chants? Or is it like a protest march?
Ah, Tarantula <sigh>, it's none of the things you described. I can speak about what we do here in Melbourne: There are no missiles, no there is no military marching & it's not so much a protest, but a CELEBRATION.
What are we celebrating? Our identity as workers, our solidarity with the oppressed - here & abroad -, our identification with with our fellow man & woman ..... Really, it's very nice walking through the centre of the city with like-minded people ....something to do with trying to create a better world. You should try it!