Saint Lucia is celebrated on the 13th of December across Scandinavia (and in Italy to some degree) however it's definitely a bigger tradition in Sweden than any of it's neighbouring countries. Although it has its roots in celebrating the Christian virgin & martyr, St Lucia, who is said to have brought food in the darkness to the poor, carrying a crown of candles on her head to light the way to leave her hands free to carry as much food as possible. There are of course, as is want with old tales, many varying versions of events. From being engaged to a pagan who then shunned her for giving her dowry money to the needy to the Church trying to kill her with a bonfire that failed before beheading her. What remains of her life in Italy doesn't matter or relate much to the celebration that is held in Sweden today. Both the Protestant and Catholic church hold Sankta Lucia processions, but as with a lot of Swedish traditions it is the pagan aspects that seem to sit stronger with the people. When the Christians came to Sweden most people converted but equally, most people held onto our folklore and pagan traditions silently on the side which means we've still got them as a big part of our culture today. And this has perhaps played a part in Swedes not being strong believers in religion in modern society, we love traditions and some things seem to belong in the house of God, but even then, if you ask most people they simply do not believe in him. I think we far prefer our fairies and trolls, but I can only give my view as a Swede who's barely lived there so I'm happy to accept that others might perceive it differently.
Lucia's pagan roots used to see it celebrated in combination with the winter solstice as a celebration of light before the Gregorian calendar we use in the western world today was implemented, now it is celebrated on the 13th day of advent. It was a way to bring light to the darkest day of the year and celebrate that the days would start getting longer again, candles were important and the yellow saffron buns we traditionally bake for the event are a symbol of light too (for the recipe I use, with a little extra sugar & butter for extra flavour can be found here). I think this part of the tradition is what most Swedes find important today, the story of martyrdom is by no means as important as the celebration of light in our darkest time of the year. Today it is a time for people to get together, get into the Christmas mood, drink lots of glögg (mulled wine) and eat ourselves silly on saffron buns and gingerbread biscuits (recipe for my ginger-free biscuits as I don't like ginger much can be found here).
The procession usually takes part in the morning, welcoming the light, and is led by Sankta Lucia who wears a white gown (symbolising her virginity), with a crimson ribbon around her waist (her execution & martyrdom) and a crown of candles on her head (traditional live candles have now been replaced with safer electric candles). Behind her is usually a train of girls and boys, also in white gowns, the girls hold candles (electric now but live when I was a child) and have silver tinsel in their hair while the boys carry a stick with a star on the end and wear a conical, white hat covered in stars. It has in later years also become common to see the youngest ones taking part dressed in gingerbread outfits (both the boys and girls, and nowadays there's even the odd "tomtenisse" / Santa costume in the line up).
I must conclude that A. There's lots of more in-depth information on Lucia on the Web so feel free to Google away and B. I'm in NO way an expert on this subject, I've only shared my understanding (I have after all not celebrated the day properly most of my life) so apologies if I'm wrong anywhere I just wanted to give a brief explanation of the day as I'm doing a talk at nursery this afternoon and don't want to fill that post with facts necessarily!
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