We don't use the term "orthodox".. We're simply "Baha'is"... In response to your question though..Let me give a few examples:
If you're from a Christian background and your family wants you to have Christmas with them you can go ahead and have a Christmas with them.. If Jewish same thing.. You can have Hanukkah and so on..but among Baha'is we don't observe the Holy Days of past dispensations
with each other..with other Baha'is. Also we don't say go to a church and take communion with them because we are not members of a church anylonger.. If someone wants to invite us to a church we can go..
Shoghi Effendi the Guardian of the Baha'i Faith put it this way:
"As regards the celebration of the Christian Holiday by the believers; i
t is surely preferable and even highly advisable that the friends should in their relation to each other discontinue observing such holidays as Christmas and New Years, and to have their festival gatherings of this nature instead during the Intercalary Days and Naw-Ruz...."
From a letter written on behalf of Shoghi Effendi to an individual believer, March 19, 1938
(Compilations, Lights of Guidance, p. 302)
What I'd encourage you to do is visit some Baha'is near where you live.. If you're in the US you can call toll free:
1-800-22-UNITE
And they can refer you to some of the friends who live near by..
So by actually meeting the friends you'll get an excellent idea..also there are free introductory classes called Ruhi study classes you can ask about!
The Baha'is: Contacting Bahá