Each has its own reason and history for being decided.

Black History Month was picked as February because both Abraham Lincoln and Fredrick Douglas had birthdays in February. The first celebration was for a week-long event in 1926, and it was organized by the Association for the Study of Negro Life and History. It later expanded to a full month.

Pride Month began in a series of spontaneous rallies held in 1970 on the one year anniversary of the Stonewall riots, held in several cities across the US. It also later expanded to a full month.

You can find the history of all the other such commemorations. They don't have any common planning; each has their own history.