Before a person becomes a child of God, that person is a slave. There are many levels to our slavery. We are God's slaves, even though we don't have a positive relationship with God, because we still live in God's world and he is Lord. An example of this slavery to God was King Cyrus of Persia, an emperor of ancient times. In the book of Isaiah, God calls Cyrus his servant and shepherd. Cyrus did what God ordained him to do, even though I'm sure Cyrus thought it was his idea.
A second way we are slaves is to Satan. Satan is called the prince of this fallen world. The human race marches to the beat of his disobedient drum (Ephesians 2:2). The human race lies in Satan's lap, like the play-thing of a child (1st John 5:19). Satan's sovereignty over the human race operates underneath the umbrella of the supreme sovereignty of God. God can interrupt and interfere with Satan's sovereignty anytime God wishes. For now, for many different reasons, God permits Satan to continue to operate on the earth.
A third way we can be slaves is to bond ourselves to empty religious ceremonies. The Galatians weren't Jews, they were Gentile idol-worshipers when Paul met them. While the Galatians were still pagans, they worshiped all manner of false gods and goddesses. These fictions -- Isis, Zeus, Artemis, Apollo -- were not gods. They did not exist, and the spiritual forces who stood behind the so-called gods were demons (1st Corinthians 10:20). Each of these cults had its various ceremonies, rules, and regulations.
One of the characteristics of these religions was "holy days." Every religion had them. The Law of Moses had them. Special days, special months, special seasons, and special years. Paul calls them "weak and miserable principles" (verse 3, 9) -- miserable in the sense that holy days are powerless to break the spiritual slavery of the sinner.
It is curious that Paul seems to describe a similarity between the Galatians' old religions, and the Law of Moses, at this point -- that they all have "holy days." The holy days of Moses' Law were mandated by God, where the pagan holy days were empty inventions of men. But they shared something in common: the holy days were weak, because of the sinfulness of the human heart. Even if you faithfully kept all the holy days of Leviticus, you would be just as much a slave of sin as ever you were.
Paul asks them a rhetorical question: Have I wasted all my time with you guys? Why are you emrboiled with this holy-day foolishness?
Part of our freedom as Christians is that we have no holy days. The New Testament does not teach holy days. We meet on the first day of the week, in imitation of the first Christians, because it commemorates Jesus' resurrection. But the Lord's day is not a holy day like the Old Covenant had.
There are no civil sanctions attached to it. You can't be stoned for missing it. It isn't part of a larger liturgical legislation that includes events like the Feast of Weeks or the Jubilee year. All the Old Testament holy days pointed forward, symbolically, to the person and work of Christ. Now that we have the reality to which the symbols pointed, God has freed us from the unbearable yoke of the symbols.
Do not allow yourself to become emotionally shackled to any sort of "holy day" system. That's obsolete. The reality is found in Christ.