As a Dutch person, I'll explain the tale of St. Nicolaus day. The story comes back from the middle ages, were Saint Nicolaus (originally named Nicolaas van Myra) in Turkey freed black slaves, which later became his helpers out of gratitude, and they are called Black Pete (Zwarte Piet). The story goes that St. Nicolaus gives presents to all the good children, and that the Black Pete's whip the naughty children and take them back to Turkey in the bags which originally contained presents. The tradition is that for a week or so everyone sets their shoes near the fireplace, and that every night Black Pete comes by and puts something in the shoes, like the famous "Kruitnoten", "Pepernoten", "Speculaas" and other treats. In exchange for this, the children who set their shoes put an apple or a carrot for the horse of St. Nicholaus in their shoes, or a nice drawing. Before going to bed every child sings a few nice St. Nicholaus songs. Then, on the eve of th 5th of December, St. Nicholaus and his Black Pete's come and through the chimney, when no one is looking, the place big presents and loads of candy at the shoes. However, the children who have been naughty, might find black coal in their shoes.
An interesting fact is that when the settlers first when to 'murica, they often went from Amsterdam and picked up the Dutch tradition. Santa Claus is infact largely based on St. Nicolaus!