It started several centuries ago in Europe.
It began as "Hallow Evening" meaning "holy night" At that time November 1 was called "All Saints Day" and the people honored all the saints that did not have their own special day.
The night before that, October 31, became a time when all the evil spirits were supposed to be active.
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Practical jokes, Put a cow in the neighbor's house, things like that.
Small children go "Trick or Treating" They wear costumes, knock on doors, and yell, "Trick or Treat".
People give them candy and treats.
"Give me a treat, or I'll play a trick on you.
" The threat was, something like, "I'll spill all the trash out of your trash can if you don't give me a treat.
"
They dress up like ghosts, witches, and such.
Usually that means the "treat" will be a glass of wine or something.