My family has German heritage, and we always celebrated St. Nicholas Day. It falls on December 5th, but my mother was annually caught unprepared, so I grew up thinking it was on December 6th. In countries all over the world, children put out shoes (or stockings, this is where that tradition got started) so St. Nicholas can come and fill them with treats. Alternately, if you've been naughty, he might leave coal, potatoes, or switches, depending on the country. St. Nicholas was a bishop in the early church, in Myra (modern-day Turkey). He is where the Santa Claus myth began.
We have found that celebrating his day separately is a nice way to enjoy the historic and fun aspect of "Santa Claus" without confusing our children about why we celebrate Christmas. This page has lots of ideas for activities and crafts that you can do to learn more about St. Nicholas.
We dutifully put out our shoes, and found a grand surprise the next morning!
Now, we have explained to the children that Santa Claus is a game some people like to play, and, similarly, they know that it wasn't actually St. Nicholas who put the gifts in their shoes. The chocolate St. Nicholas figures were from Tante Anja and Onkel Markus, and were a big hit:
And the play dough set was a gift from Grandpa and Bestemor, and has provided hours of entertainment, making me feel that the bright blue dried dough in the cracks of the diningroom table is completely and totally worth it.
Happy St. Nicholas Day!