"What are you celebrating this time?"
"Well, we were bitterly enslaved for over 200 years and then we got to be not-enslaved"
"Isn't that what you celebrated last time?"
"No, last time, we were almost all murdered on the same day, but then we weren't."
"And what about that booths one? What's that about?"
"Yeah, that's when we left slavery to wander the dessert for 40 years. Woohoo!"
"What about the party you had 8 days after your baby brother was born, that was just celebrating the new addition, right?"
"Umm, not exactly..."
We Jews are a strange bunch. We don't celebrate Moshe Rabbeinu's birthday (like christians celebrate Easter), or the day we landed in the land of Israel (like Americans celebrate Thanksgiving).
The Torah's vision of a "chag" is much deeper than a "celebration". The foundation of all the chagim is the exodus from Egypt. That's when we became the nation that would go on to accept the Torah and embrace the mission of fulfilling the world's purpose. For that to happen, we had to experience the worst that slavery to physicality could offer in order to rise above it. What we are "celebrating" is the process we went through that enabled us to have a real connection with the divine in our daily lives, and yeah, that includes both hard times and humility, and miracles and triumph.
Interestingly, the themes of Emunah (faith) and Cheirus (freedom) are both intrinsic to the exodus. As much as we are supposed to tap in to the freedom we achieved, we are equally required to internalize the perspective of seeing how, in the ten plagues, Hashem runs the world on every level. A person who can't approach the world knowing that whatever happens, there is always a purpose and direction, is bound to fall prey to life's traps. He'll turn to temporary gratification and ephemera to get him through the day. Only someone who is "enslaved" to the notion of purpose and connection in every situation is truly free.
We eat and drink and sing (in short, party!) when we get the chance to do something extra-ordinary. That's the beginning of the journey, and the birth of the Jewish Nation.