Mine happened in the mid '80s, when it was called Gay Pride. I was out to my parents, I had my first boyfriend. We wore T shirts with an inverted pink triangle and joined a march around London until it finished in Hyde Park for a free pop concert with various big bands (Erasure, Tom Robinson et al).
I remember we stopped outside No 10 Downing Street and chanted "Gay Rights!" repeatedly, then moved on.
At the start I saw an open deck double decker bus with guys on top yelling out "Coooeeee!".
I didn't go again to Pride for many years - next with my current boyfriend and got to see how much it had changed - from a protest march to a celebration. It changed over the years allowing us to march initially to only registered groups - gone was the spontaneous marching - gone was the free Party in the Park.
It was a picnic, no parade. I don't remember what year... 2016 or earlier? But this year, in my town we're organizing the first parade. We've come far from where it started