If you celebrate the pagan wheel of the year, which I do, Halloween is not just a day for dressing up and eating candy. It’s also Samhain, a day when the veil between worlds is thin. A day to remember the dead. A day to do powerful magic, if you’re into that sort of thing.
I’m pretty agnostic about the supernatural side of paganism. Spirituality for me is not about connecting to a higher power or finding my inner goddess. It’s about getting out of my head and connecting to the world around me–to the ground beneath my feet, to the moon and the stars, to humanity past and present, to the power of myths and legends. In spite of the New Age goofiness that tends to collect around it, paganism also has a deep grounding in history and myth that really speaks to me.
My practice is a minimalistic combination of druidic ritual and Greek and Roman myths. I follow the (heavily Celtic) Wheel of the Year, which connects me to nature and to my Celtic ancestors, but I generally turn to Greek philosophy and Greek and Roman deities* like Hecate** and Saturn and Hestia for moral and spiritual guidance. 
Anyway, Samhain. A lot of pagans use the day to honor their ancestors but I mostly don’t. Thanksgiving is so soon after Samhain*** and so family-centered, and it was my dad’s favorite holiday anyway, so I’ll be honoring him then instead. At Samhain I think about death in a more general way as the leaves turn and fall and the days get shorter.
It’s a naturally spooky time, as the harvest is all gathered in and the sun feels weaker and weaker. I can imagine my ancestors securing their homes and livestock for winter, anxiously looking over their stores of food and candles and hoping for an easy winter. By Samhain, the work was all done and the long, lean wait for spring was truly beginning. Death was in the air. We’re well insulated now from the fears of winter, but death still comes for us all, and the cycles of death and decay and rebirth are still going on outside. Samhain’s a good time to think about that. Halloween ghosts and skeletons are fun, but they’re also a memento mori fitting to the season.
*I’m pretty atheistic and don’t literally worship any deities. I think of them as archetypes representing different aspects of life and human nature.
**Hecate is associated with death, transformation, and witchcraft and a lot of people honor her in October, but in ancient times she was honored every month at the dark moon and that works for me. Saturn is also associated with death, but more with death in the large sense of the cycles of nature and the end of time. The Saturnalia festival was more of a solstice thing.
***In the U.S. Thanksgiving is in late November. A lot of countries have thanksgiving or harvest festivals on various dates, and the Wheel of the Year includes a couple different harvest celebrations. Technically, Samhain is a harvest celebration.
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