Who started Gay Day and why?
Once upon a time, before the Internet was on everyone's lips (and in everyone's home), and before computers were as affordable as microwave ovens, there was a group of people in Orlando that regularly chatted amongst each other on a computer bulleting board system (BBS) called Compu-Who (a victim of the Internet's proliferation, now defunct). This group got into the habit of gathering together regularly in real life for fun events, such as trips to the park, casual bowling, and nights out in clubs. It was for fun. No political statements. No protests. Nothing but unadulterated Disney fun. Once it was decided that we should go to The Magic Kingdom together, we worked out a date that seemed to be convenient to everyone interested, and it was pretty far in advance for our usual planning habits. As is true with most every group, there's a core group of people that do the leg work in organizing something... not everyone has the time or energy to spend doing such things.
Does Disney sponsor Gay Day?
No. Disney is an "innocent victim" of circumstance. They managed to create an excellent vacation resort that appeals to almost everybody in the world, and gay and lesbian folks are no different. Because they get so much attention from all factions over Gay Day, Disney actually goes out of their way not to do things that are perceived as catering towards Gay Day. This is unlike any other time of the year when Disney will actively market towards specific, targeted groups to increase their attendance at Disney properties. If Disney really didn't do anything different during Gay Day than they do any other time of the year, they would advertise to the Gay and Lesbian market and they would actively seek to book entertainment appealing to the gay and lesbian crowds. Gay Day is now the busiest time of year at Disney, and the highest revenue producing time of year as well for Disney's parks and attractions.