Halloween is a holiday in many English speaking countries that is celebrated on the night of October 31st. Children wear costumes and they go to peoples' homes saying "Trick or treat!" to ask for candy, sweets in the United Kingdom, or lollies in Australia, and then people give it to them. This practice originally involved a threat. A threat is when someone says that they will do something bad if they do not get what they want. In this case the threat could be explained as: "Give me a treat or I will play a trick on you." Children today usually do not play tricks if they do not get treats. However, some children still get up to mischief (pranks or things to make fun of people; like putting toilet paper in trees; writing on windows with soap or throwing eggs at peoples' houses). People sometimes dress up as ghosts, witches, goblins and other scary things for Halloween.
The Pagan holiday Samhain, that the All Saints holy day replaced, was also known as the Day of the Dead. Many Wiccans and modern Pagans celebrate the Day of the Dead. This is a happy holiday (even though it celebrates 'Death'). It is the day that the souls of dead people come back to Earth. Therefore, in Pagan religions it is not about scary things. It is about remembering family or friends who have died.
Many Lutheran churches celebrate a holiday on October 31st called The Reformation. This holiday celebrates the day that Martin Luther put The Ninety-Five Theses on a church door.