I am not immersed deeply into any specific LGBTQ... community per se, but I've attended some events, and have learned helpful things through community resources. Certainly, I use care providers connected with the community, and I definitely go out sometimes to places which are known to be LGBTQ-friendly.
This year I participated in Pride for two days, including walks/parades, which in years prior I could not see such as anything but putting myself on display for others to offer sympathy or applause or some such. Was I afflicted with something which needed a special day or event? I didn't get it. To me, living normally, away from specialized events, just going to normal everyday events/places, etc., was the best way of celebrating my transness... by just being normal, being me, etc. My perspective was tweaked when I realized that the very ability to even consider transitioning in relative safety, to shop at normal stores, to live a largely unfettered life as a transwoman was largely possible because of so many unsung heroes who came before me and got out and marched/walked to make statements that "We are citizens! We exist! We are a part of the map! We have rights!" often amidst circumstances of serious marginalization that prevented any sense of normalcy. By not participating in any specialized community events, I was taking for granted the source of the luxury that would allow me not to go in the first place, the coattails of freedom upon which I ride, which allow me to even consider having a relatively normal life. So showing up to Pride, as one example, is really a way for me to celebrate and remember those folks, as well as to remember how fragile things still are.
I'm glad though I arrived at that understanding on my own... unrelenting promotion or peer pressure can often hinder interest. It's best for me to arrive organically at an understanding of where I need to participate, and how much.