Sweden: 'God Jul!'
Most people in Scandinavian countries honor St. Lucia (also known as St. Lucy) each year on December 13. The celebration of St. Lucia Day began in Sweden, but had spread to Denmark and Finland by the mid-19th century.
In these countries, the holiday is considered the beginning of the Christmas season and, as such, is sometimes referred to as "little Yule." Traditionally, the oldest daughter in each family rises early and wakes each of her family members, dressed in a long, white gown with a red sash, and wearing a crown made of twigs with nine lighted candles. For the day, she is called "Lussi" or "Lussibruden (Lucy bride)." The family then eats breakfast in a room lighted with candles.
Any shooting or fishing done on St. Lucia Day was done by torchlight, and people brightly illuminated their homes. At night, men, women, and children would carry torches in a parade. The night would end when everyone threw their torches onto a large pile of straw, creating a huge bonfire. In Finland today, one girl is chosen to serve as the national Lucia and she is honored in a parade in which she is surrounded by torchbearers.
Light is a main theme of St. Lucia Day, as her name, which is derived from the Latin word lux, means light. Her feast day is celebrated near the shortest day of the year, when the sun's light again begins to strengthen. Lucia lived in Syracuse during the fourth century when persecution of Christians was common. Unfortunately, most of her story has been lost over the years. According to one common legend, Lucia lost her eyes while being tortured by a Diocletian for her Christian beliefs. Others say she may have plucked her own eyes out to protest the poor treatment of Christians. Lucia is the patron saint of the blind.
Finland: 'Hyvää Joulua!'
Many Finns visit the sauna on Christmas Eve. Families gather and listen to the national "Peace of Christmas" radio broadcast. It is customary to visit the gravesites of departed family members.
Norway: 'Gledelig Jul!'
Norway is the birthplace of the Yule log. The ancient Norse used the Yule log in their celebration of the return of the sun at winter solstice. "Yule" came from the Norse word hweol, meaning wheel. The Norse believed that the sun was a great wheel of fire that rolled towards and then away from the earth. Ever wonder why the family fireplace is such a central part of the typical Christmas scene? This tradition dates back to the Norse Yule log. It is probably also responsible for the popularity of log-shaped cheese, cakes, and desserts during the holidays.
*http://www.history.com/topics/christmas-traditions-worldwide
