Biblical origin for celebration of this day: Rosh HaShanah 19a
Source for celebrating the entire first day of the new Month: Rosh HaShanah 5a Fasting on the first of the month: Eruvin 41a; Taanit 15b
Fasting on the day after the First: Rosh HaShanah 19a
Working on the First of the Month: Megillah 22b