From Writer's Almanac:
Today we celebrate three holidays, all of them from the same source.
February 2nd is a "cross-quarter" day in the solar calendar, which means that it falls exactly between a solstice and an equinox.
It's the ancient Celtic celebration of Imbolc, in honor of Brigit, the goddess of fire, poetry, healing, and childbirth. Brigit brings the healing power of the sun back to the world on Imbolc, a day that carries the first promise of spring. Imbolc comes from the Old Irish i mbolg, meaning "in the belly," because this is the time when ewes became pregnant to deliver spring lambs.
The Christians took over the Celtic celebration and made February 2nd into a Christian holiday, Candlemas Day. Candlemas Day celebrates the presentation of Jesus at the Temple exactly 40 days after Christmas.
There are many old sayings about today — about the emergence of animals from their winter dens and omens that predict the season ahead. One English saying goes:
If Candlemas day be fair and bright,
Winter will have another flight.
But if Candlemas day bring clouds and rain,
Winter is gone and won't come again.
There was a tradition in many European countries of watching animals — especially badgers — to see how they acted on this day. If they returned to their dens, it meant that there was still a long winter ahead.
German immigrants in Pennsylvania found that there weren't a lot of badgers in America, but there were a lot of groundhogs, so the holiday evolved into Groundhog Day. The first reference to Groundhog Day is from 1841, in the diary of a storekeeper in Morgantown, Pennsylvania. He wrote: "Last Tuesday, the 2nd, was Candlemas day, the day on which, according to the Germans, the Groundhog peeps out of his winter quarters and if he sees his shadow he pops back for another six weeks' nap, but if the day be cloudy he remains out, as the weather is to be moderate."