Halloween Dress Costume the wearing of costumes at Halloween may come from the belief that supernatural beings, or the souls of the dead, roamed the earth at this time. The practice may have originated in a Celtic festival, held on 31 October to mark the beginning of winter. Dressing up for Halloween is a long tradition, starting from the days of the Celtic Samhain festival. Why do we dress up for Halloween? While the reasons for dressing up don't quite look the same as they did a thousand years ago, the sentiment remains the same: to scare.