On the 19th of Thargelion, an Athenian festival for the Thrakian Goddess Bendis (Βενδις) was held. This festival, which went on into the night of the 20th of the month, was designed especially for Bendis, who was introduced to Attika by Thrakian métoikos who took the opportunity to introduce their Goddess into the Athenian pantheon after the Oracle of Dodona decreed that Thrakian worshippers should be granted the right for ground to build a sanctuary on. Their shrine to Her was built on the hill Mounykhia, near to the temple of Artemis, with whom She was identified. The temenos was completed somewhere before 429 BC, and at least one Thrakian festival to the Goddess was held before the Athenians got involved.
The Goddess Bendis originated in Thrake, to the north of Hellas. Her cult was imported into Athens around 432 BC, at the outbreak of the Peloponnesian War between Athens and Sparta. Athens had always had close ties with Thrake, but besides the oracle's decree, it seems that the acceptance of the foreign cult into the city at this time was probably connected with Athens' military alliance with the Odrysian Thrakians, who supplied mercenaries throughout the war.
The Bendideia (Βενδίδεια) itself was celebrated in the port town of Peiraeeus. At first, only the Thrakians honored Her, but within a few years, the Athenians held their own procession alongside the Thrakians, theirs winding down from the Prataneion (Πρυτανεῖον)--the seat of government in ancient Hellas--in the morning to the sanctuary of the Goddess in the Peiraios, while the Thrakian procession was entirely within the port town. The six-mile procession of the Athenians was so unusual, that a decree called for basins, water and sponges to bathe after it, and garlands. It seems obvious to place a meal here in the timeframe, followed by a period of rest until it became dark enough to perform the most telling of cult worship to the Goddess: an evening torch race on horseback; a true novelty. Plato, in his 'Republic' tells us a little it about this race:
"Polemarchus said to me: I perceive, Socrates, that you and our companion are already on your way to the city.
You are not far wrong, I said.
But do you see, he rejoined, how many we are?
And are you stronger than all these? for if not, you will have to remain where you are.
May there not be the alternative, I said, that we may persuade you to let us go?
But can you persuade us, if we refuse to listen to you? he said.
Certainly not, replied Glaucon.
Then we are not going to listen; of that you may be assured.
Adeimantus added: Has no one told you of the torch-race on horseback in honour of the goddess which will take place in the evening?
With horses! I replied: That is a novelty. Will horsemen carry torches and pass them one to another during the race?
Yes, said Polemarchus, and not only so, but a festival will he celebrated at night, which you certainly ought to see. Let us rise soon after supper and see this festival; there will be a gathering of young men, and we will have a good talk. Stay then, and do not be perverse.
Glaucon said: I suppose, since you insist, that we must.
Very good, I replied."
What, exactly, Bendis presided over to either the Thrakians or the Athenians is unclear. She was identified mostly with Artemis, but not equated with Her, as She received a temple of Her own. Due to a connection with grain and the growth cycle of plants, she was identified with Demeter, and sometimes Persephone and/or Hekate. She was also associated with Selene. What we do know is that the worship of Bendis outside of Thrake and Athens never caught on; she was revered almost solely at these places. Yet, the Athenians seemed to have held her in high regard for a Theia not of their pantheon.
Whether or not you want to celebrate the Bendideia hinges on a couple of factors. Those who reconstruct the archaic period might see no reason at all to pay homage to a Goddess who was not worshipped in Hellas in their time period. Similarly, if you feel no need to worship 'imported' Gods, this festival might not be for you either. If you do want to celebrate his festival, I would suggest something with horses and torches besides offerings to the Goddess. Alternatively, you could look at the Goddesses She was associated with for clues about Her worship. Whatever the case, enjoy your Bendideia tonight, and deep into the night tomorrow.