It's understandable if you answered 'immigration'. After all, that's what everybody is telling you it is about. And certainly for many of the participants, immigration will be their purpose for participating.
So when you watch the news coverage tomorrow, ask yourself a few questions. How many Che Guevara signs and t-shirts are visible? How many Cuban flags? How many slogans opposing Big Oil, big business, and capitalism in general are chanted, painted on signs, and on half-naked bodies? Is there a disproportionate amount of red clothing on display? How do displays of Mexican nationalism fit with the desire to immigrate to the US?
What is the date? What is the significance of May 1st?
The ironic thing is that capitalism is the very reason so many people come here for jobs, its the reason jobs are here to come to. The honest immigrants - surely the majority - who participate will be working in direct opposition to their own interests, because those organizing and who will likely dominate the event are opposed to the very thing that makes coming here so valuable to the poor oppressed people south of the border.
Of course, its possible that this was organized simply as a genuine demonstration of the desire of hard-working people to come to America and reap the benefits of freedom and free markets, and that those who oppose such things are just a few hangers on who've hijacked the event for their own purposes. Sure it is.