St. Lucy is rumoured to have worn a crown of candles on her head so she could use both hands to carry food to persecuted Christians hiding in the catacombs. She's mentioned in the Litany of the Saints, and is associated with light and goodness. So it seems fitting that she is honoured this way.
Some years ago, my friend Charleen's choir began a concert with a Lucia procession. It moved me to tears, it was so beautiful. And this video is particularly gorgeous. Happy St. Lucy's Day!