You thought I was going to say "Ground Hog Day", didn't you?
Even though it has recently come to be known as Ground Hog Day, the 2nd of February was, traditionally, the day set aside to celebrate the purification of the Virgin Mary and the diety of Jesus, the Christ.
The day was marked by the carrying of lighted candles as noted in a proclamation issued by the English King Henry VIII which stated: "On Candlemas Daye it shall be declared that the bearynge of candels is done in the memorie of Christe, the spirituall lyghte, when Simeon dyd prophecye, as it is redde in the churche that daye."
Thomas Bacon, in his book, Reliques of Rome published in London on 1563, stated that "Sometyme when the Romaines by great myght and royal power conquered all the world, they were so proude, that they forgat God, and made them divers gods after their own lust. And so among all they had a god that they called Mars, that had been tofore a notable knight in battayle; and so they prayed to hym for help, and for that they would speed the better of this knight, the people prayed and did great worship to his mother, that was called Februa, after which woman much people have opinion that the moneth February is called. Wherefore the second daie of thys moneth is Candlemass Day. The Romaines this night went about the city of Rome with torches and candles brenning in worship of this woman Februa, for hope to have the more helpe and succore of her sonne Mars. Then there was a Pope that was called Sergius, and when he saw Christian people drawn to this false maumetry and untrue belief, he thought to undo this foule use and custom, and turn it unto God's worship and our Lady's, and gave commandment that all Christian people should come to church and offer up a candle brennyng, in the worship that they did to this woman Februa, and do worship to our Lady and to her sonne our Lord Jesus Christ. So that now this feast is solemnly hallowed thorowe all Christendome. And every Christian man and woman of covenable age is bound to come to church and offer up their candles, as though they were bodily with our Lady, hopyng for this reverence and worship, that they do to our Ladye, to have a great rewarde in heaven, &c."
More information regarding the holiday can be found on my MotherBedford website at: Holidays Celebrated In The Colonial Period .