Labor Day, the first Monday in September, is a creation of the labor movement and is dedicated to the social and economic achievements of American workers. It constitutes a yearly national tribute to the contributions workers have made to the strength, prosperity, and well-being of our country. (https://www.dol.gov/general/laborday/history)
Labor Day became a U.S. holiday on June 28, 1894. The first Labor Day was celebrated in early September. They made the U.S. holiday on a Monday so the workers could get the day off of work. They chose the first Monday in September to be near the original Labor Day celebration.
There is also an International Worker's Day (also called Labour Day), which is celebrated on May 1. It is a world-wide celebration of labourers. It appears that Labour Day was established in 1904, approxiately 22 years after the first Labor Day was celebrated in the United States.