- In ancient Rome, May started with the Floralia festival but was pretty somber, otherwise. Just as today, even though May means spring and rebirth, not May, but June is known as the month for weddings, so then May was not a propitious time to get married. Instead it was a time when farmers were very busy with their crops and what festivals there were tended to be for the dead, with a festival for Lemures and Lares, who were worshiped on May Day.
Who is the Goddess Maia of May?
May isn't even dedicated to the appropriate goddess for a spring fling. The neighboring months are. April is dedicated to the love goddess, Venus, and June is dedicated to the goddess of marriage, Juno, but May is for the goddess Maia, who is a conflation of a couple of originally distinct goddesses. Maia -- one of the Pleiades -- was a reclusive goddess, a real troglodyte, whom Jupiter (Greek: Zeus) still found and mated with. Through their union came the god Mercury (Greek: Hermes). Hermes is known as the herdsman of the dead, which is appropriate for the somber-themed month of May.
Other May Festivals
On May Day the Flamen Volcanis offered a sacrifice to Maia; the women-only festival to the Bona Dea [See Clodius and Caesar for the desecration of the ceremony and Caesar's divorce because "Caesar's wife must be beyond suspicion"] was held; and the Lares praestites (spirits of the dead who guarded Rome) were honored. Next came the festival for the wandering spirits of the dead, known as Lemures. The festival for the Lemures was held on the 9, 11, and 13 of May, but not on the unlucky even days. The festival was part of a public cult to propitiate the spirits of the dead so they wouldn't threaten the living. Other festivals of the month include honor paid to Vulcan, Maia, and the mother of the Lares.
Sources
Based on H.H. Scullard, Festivals and Ceremonies of the Roman Republic.
Lesley Adkins and Roy Adkins Dictionary of Roman Religions.
Descriptions of the Lemures
(From Scullard)Lemures were "wandering spirits of the dead who returned to visit and perhaps threaten their kinsfolk...."
Lemures were also described as "wandering and terrifying shades of men who died untimely deaths..." and as "nocturnal apparitions (larvae) and terrors of ghosts and beasts."

