Friday of this week is First Friday a devotion to the Sacred Heart that developed in the latter part of the 17th century. There is a difference between devotion and liturgy.
The word liturgy applies to those prayers and rituals and seasons that are in the official books of the Church, regulated by the Church and celebrated on behalf of the whole Church. It refers to more than the Mass. The celebration of any of the sacraments is a liturgy. The Divine Office (Liturgy of the Hours) is another example. The calendar of the Church with its seasons and feasts is also part of our liturgy.
Devotions on the other hand, are prayers and practices that are optional, for example, the rosary, forty hours, novenas, scapulars, first Fridays.
No matter how widespread or publicly celebrated a particular devotion may be, it is not part of the core prayers and rituals of the Church, nor is it celebrated on behalf of the whole Church. Many devotions are quite private a person can make up their own.
People are free to make use of whatever devotions they find helpful. A general principle is that no one (especially a pastoral leader) should attempt to impose his or her devotions on others. Devotions are something like a dessert tray a person may choose whatever they like. However, should a devotion develop that is contrary to the faith (for example, devil worship) the Church would step in.