He says, quote the more specific sense is that it's one of the holiest celebratory months in Islamic practice. End quote. Muslims believe that during the month of Ramadan, the Prophet Muhammad was given the Quran, Islam's holy book. It marked the first time that God revealed to Muhammad that he was a prophet who was tasked with carrying forth God's message. And why do some Muslims fast? One major practice of Ramadan is fasting from sunrise to sunset