Ashura is the 10th day of the Islamic month Muharram.
On this day 2 major events took place in Islamic history.
Firstly, Prophet Musa (AS) got victory from king Pharaoh and freed Israelis from his tyrannical rule with the help of God, by parting the dead sea in to two.
This day Prophet Muhammad (PBUH) recommended fasting to celebrate and comemorate this incident.
Secondly, very sad incident took place where Prophet Muhammad grandson Hazrat Hussein (RA) was martyred in Karbala, Iraq and mourned by many Muslims.
Due to above 2 incidents Sunni Muslims neither celebrate nor mourn on this day, whereas Shia community and their off-shoots like Bohra, Khoja and Barelvi community mourn and took procession called Tazia, which means condolence or expression of grief for any sad incident or news.
*Taziya procession is unislamic and act of Jahiliya and andhvishwas, which has nothing to do with Islamic teachings; and we must not participate in such gatherings or Muharram procession (lamenting).