We call it Columbus Day, but other countries have different names for it. Some call it Day of the Americas, others call it Day of Discovery, Dia de la Raza, Dia de la Hispanidad. Whatever it's called, it originated as a day to commemorate the day that Christopher Columbus discovered the New World. Not necessarily the good ol' U.S.A., because that's not what Columbus discovered. It was actually what we now call The Bahamas. Then the Antilles and later Venezuela. He never actually made it to the continent of North America, although he did make it to Hispaniola, which we now call Haiti and the Dominican Republic, where he was governor for a while.
Celebrating this holiday pisses off a good sized chunk of the population of this country and residents of a few other countries as well.
In fact, a number of nations and states have decided to opt out of commemorating this day at all, but like Christianity did to Pagans so many eons ago, the day is still marked, but with a new name and a different meaning.