Shrove Tuesday occurs the day before the first day of Lent (Ash Wednesday). Shrove is plural for the word shrive, meaning to confess. According to the Catholic tradition, Shrove Tuesday is a day to confess your sins to a priest and to seek absolution before Lent starts. For other Christians, it is a day to reflect and ask Jesus for forgiveness of our sins.
Shrove Tuesday became known as Fat Tuesday and Pancake Day because of its association with feasting. Lent is a period of fasting when Christians traditionally abstain from eating rich foods such as sugar, eggs, milk and meat. Some Christians have specific rules for what they can eat and when (i.e. no meat on Friday), while others use the time to abstain from something that they usually can't live without (like chocolate). The purpose is to make a sacrifice out of reverence for God and in recognition for Jesus' 40 days in the wilderness. Traditionally, feasting would occur on Shrove Tuesday to use up the rich ingredients before the start of Lent on Ash Wednesday. Today, Shrove Tuesday is used by many people across the world as a day of indulgence.
Mardi Gras is French for Fat Tuesday. The Mardi Gras season actually starts on Epiphany (January 6). It is associated with balls and parties. This is also known as King Cake season. A king cake is a round cinnamon roll like cake with icing and purple, green and yellow colored sugar on top. A small baby figurine is hidden inside of the cake before it is baked. Parties called King Cake Parties are thrown during King Cake season where the cake is served. Whoever finds the baby figurine is responsible for throwing the next King Cake Party. In New Orleans, daily parades begin two weeks before Mardi Gras with the parades getting larger and more elaborate the last five days. Everything culminates on Mardi Gras day with the largest parade and parties. Parade participants and spectators dress in elaborate costumes as part of the celebration. Beads are thrown to spectators by parade participants. It has become a common practice for women (and some men) to expose themselves in public in exchange for beads. Heavy drinking is usually involved. Mardi Gras celebrations draw thousands of tourists to New Orleans every year.