Mardi Gras refers to events of the Carnival celebration, beginning on or after the Christian feasts of the Epiphany and culminating on the day before Ash Wednesday, which is known as Shrove Tuesday. Mardi Gras is one of the biggest festivals held in New Orleans! The origins of Mardi Gras can be traced to medieval Europe during the 17th and 18th century.  It is held during the winter months of the year depending on when Easter falls that year. People celebrate by wearing signature colors purple, green, yellow and or gold and of course with music, floats, parades and KING CAKE!