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Actually, I might've been a bit hasty. Glad isn't used as a verb, but gladden can be, for example in the phrase "to gladden the heart".

You still can't gladden yourself, though, so the rest of...

Glad isn't used as a verb any more, only as an adjective. Apparently it was once upon a time, the verb form is listed in the dictionary (as archaic), but I have never heard nor read it used as a verb...

Rejoice is to be glad, to be happy at a situation or an outcome, wheras to celebrate is to observe or commemorate some sort of event. Basically, rejoicing describes a feeling, wheras celebrating...