On 13th December in Sweden, Norway, and the Swedish-speaking areas of Finland, we celebrate Lucia, or St Lucy's Day - a festival of lights in honour of the early Christian martyr, St. Lucia, who was killed by the Romans in 304 CE because of her religious beliefs.
Nowadays the celebrations involve a procession led by a girl chosen to represent Lucia wearing a wreath of candles on her head, followed by others dressed in white and and holding candles in their hands (sometimes also boys), singing traditional songs. (When children are taking part, there may also be gnomes and gingerbread men and whatnot involved.) This festival marks the beginning of the Christmas season and is meant to bring hope and light during the darkest time of the year. It can be celebrated both in public (in churches, schools, towns, work places etc) and at home. It usually also involves coffee, special saffron buns (lussekatter) and ginger biscuits.
The tradition also has roots in this day in the past having been seen as the darkest night of the year (winter solstice), and then celebrated with bonfires meant to scare off evil spirits etc, and some traditions reminding more of British/American Halloween.
I mentioned this in a post back in March this year, for Sepia Saturday 662, as my grandmother mentioned "pranksters" in connection with Lucia night in a letter. As evidence I then also included this photo from one of her albums; showing that in this part of Sweden, the "darker" variant of the tradition was still practiced in the mid/late 1920s.
From my own early childhood, I can't recall any elements of that kind connected with Lucia celebrations, though. Below is a photo from my first photo album, with a frame drawn by my mother where she included the traditional lussekatter (saffron buns) and pepparkakor (gingerbread cookies)
Me and my little brother opening a door in an advent calendar, 1963. I remember this calendar, it was connected to a children's radio theatre calendar that year, involving people living in an apartment house. You opened a new window each day, connected to the radio story; and the calendar was made to be placed around a table lamp, so that the light shone through opened windows on all four sides of the building.