We discuss the consequences of the unique symmetry of the de Sitter spacetime. This symmetry leads to the specific thermodynamic properties of the de Sitter vacuum, which produces the thermal bath for matter. The de Sitter spacetime is invariant under the modified translations, ${\bf r}\rightarrow {\bf r} -e^{Ht}{\bf a}$, where $H$ is the Hubble parameter. For $H\rightarrow 0$, this symmetry corresponds to the conventional invariance of Minkowski spacetime under translations ${\bf r}\rightarrow {\bf r} -{\bf a}$. Due to this symmetry, all the comoving observers at any point of the de Sitter space perceive the de Sitter environment as the thermal bath with temperature $T=H/\pi$, which is twice larger than the Gibbons-Hawking temperature of the cosmological horizon. This temperature does not violate the de Sitter symmetry, and thus does not require the preferred reference frame, as distinct from thermal state of matter, which violates the de Sitter symmetry. This leads to the heat exchange between gravity and matter, and to instability of de Sitter state towards the creation of matter, its further heating, and finally to the decay of the de Sitter state. The temperature $T=H/\pi$ determines different processes in the de Sitter environment, which are not possible in the Minkowski vacuum, such as the process of ionization of an atom in the de Sitter environment. This temperature also determines the local entropy of the de Sitter vacuum state, and this allows us to calculate the total entropy inside the cosmological horizon. The result reproduces the Gibbons-Hawking area law, which is related to the cosmological horizon, $S_{\rm hor}=4\pi KA$, where $K=1/16\pi G$. This supports the holographic properties of the cosmological event horizon. We extend the consideration of the local thermodynamics of the de Sitter state using the $f({\cal R})$ gravity. In this thermodynamics, the Ricci scalar curvature ${\cal R}$ and the effective gravitational coupling, $K$, are thermodynamically conjugate variables. The holographic connection between the bulk entropy of the Hubble volume, and the surface entropy of the cosmological horizon remains the same, but with the gravitational coupling $K=df/d{\cal R}$. Such connection takes place only in the $3+1$ spacetime, where there is the special symmetry due to which the variables $K$ and ${\cal R}$ have the same dimensionality. We also consider the lessons from the de Sitter symmetry for the thermodynamics of black and white holes.