How do you have to celebrate the day of rest?

Luther:

In two ways, bodily and mental.

The bodily rest is that you stop working to go to church and to pray. This rest is no longer obligatory, as Paul says in Colossians 2:16-17: ‘Do not let anyone oblige you to a holiday, because that were an image that pointed forward’. However, it is good and necessary to take a rest day. Because thus also employees get time to hear God’s Word, while they would otherwise not get around to that. Bodily rest is not obligated, except to hear the Word of God and to pray.

Mental rest is so that you might let God work in you and you do nothing yourself. From within yourself you do everything you want, behaving in anger, miserliness and unchastity, but also worry. We have to exterminate and kill that. We do not have to tempt the haughty and eager Adam in us and to exhaust the flesh, for example by fasting. This is the war of the spirit against the flesh, with its aim that not we, but Christ lives and works in us, as Paul says in Galatians 2:20.