Origins. The word Halloween comes from the original "All Hallows' Eve", that is to say, the eve before the Christian feast of All Saints' Day, which takes place on November 1st. This day is dedicated to remembering the dead, including saints (hallows) and martyrs. Halloween has pagan origins though, and for many scholars the Celts, in their harvest festivals or Samhain, introduced the celebration.
Costumes. On Halloween, it was believed that the spirits and ghosts of the dead came back to roam the earth. People then wore masks and "dressed up" in an outfit to look like one of the spirits to avoid being recognized as one of the living.
Jack-o'-lanterns. They are big empty pumpkins carved with monstruous faces that hold candles inside to project scary lights and shapes in the dark.
Trick or Treat! It is a short expression the children say to threaten people, and its meaning is basically: "Give me a treat or I will play a trick on you." The treat refers to getting the candy (or even money), and the trick is usually a prank, or any other mischievous action, played on the householders.