"In the Scandinavian countries simple folk have a vivid sense of the nearness of the supernatural on Christmas Eve. On Yule night no one should go out, for he may meet uncanny beings of all kinds. In Sweden the Trolls are believed to celebrate Christmas Eve with dancing and revelry. On the heaths witches and little Trolls ride, one on a wolf, another on a broom or a shovel, to their assemblies, where they dance under their stones. In the mount are then to be heard mirth and music, dancing and drinking. On Christmas morn, during the time between cock-crowing and daybreak, it is highly dangerous to be abroad."
Christmas Eve is also in Scandinavian folk-belief the time when the dead revisit their old homes, as on All Souls' Eve in Roman Catholic lands. The living prepare for their coming with mingled dread and desire to make them welcome. When the Christmas Eve festivities are over, and everyone has gone to rest, the parlour is left tidy and adorned, with a great fire burning, candles lighted, the table covered with a festive cloth and plentifully spread with food, and a jug of Yule ale ready. Sometimes before going to bed people wipe the chairs with a clean white towel; in the morning they are wiped again, and, if earth is found, some kinsman, fresh from the grave, has sat there. Consideration for the dead even leads people to prepare a warm bath in the belief that, like living folks, the kinsmen will want a wash before their festal meal. Or again beds were made ready for them while the living slept on straw. Not always is it consciously the dead for whom these preparations are made, sometimes they are said to be for the Trolls and sometimes even for the Saviour and his angels. We may compare with this Christian idea the Tyrolese custom of leaving some milk for the Christ Child and His Mother at the hour of Midnight Mass, and a Breton practice of leaving food all through Christmas night in case the Virgin should come."
Or the American custom of leaving milk and cookies out for Santa Claus on Christmas Eve.
This story from Christmas Customs and Traditions by Clement A. Miles (1912; Dover Press, 1976), a book bursting with strange stories about Christian and Pagan customs or survivals, as he calls them.