Other people's birthdays were the first place that anything seemed wrong in my life... The idea seemed like fun. The idea of the games was great, but in practice, all the other kids were doing something that I wasn't part of. And I discovered they could be very mean. Lots of tears and hurt feelings, there.
Later, my own birthday was depressing because it was almost always just my family--no friends. I knew there were supposed to be friends. On the other hand, I liked getting presents--the telescope was great! and the stone polishing machine.... awesome.
Later I learned to do better at parties, but I mostly sort of circulated without really connecting with people. Over time I learned that you can go, give the present, circulate a few times, have a conversation with the host, circulate a few more times, then leave. Not bad.
For my birthdays now, I am happy to be with my family--just my wife and kids.
The kids are beginning to have the same issues I did, and the days when we were obligated to invite the whole class are behind us, so those parties are small.
I like gifts and cake, so a celebration is nice, but just the family or a very few guests is best