In Paganism and Wicca, Samhain is celebrated as a major Sabbat on the Wheel of the Year. It is from October 31st to November 1st and is marked as the time when the veil between the worlds is at its thinnest making it an opportune time to connect and contact ancestors that have passed on. It is also seen as the Witches' New Year because it marks the final Harvest and the beginning of winter where the Earth slips into darkness and things begin to die so they can be reborn. The term "Samhain" comes from the Gaelic word "Samhuin" and is pronounced "sow-in" or "sow-ween" (sow rhyming with cow).
The festival itself signifies the old saying "out with the old and in with the new." It's time to set new goals for the New Year and to cast spells to bring those goals to fruition. I suggest to make a list of goals and list solutions to reaching those goals to help put you on the right track. Invoke the God and Goddess to assist you on the path to reaching your goals or any other spirits, faeries, animal guides who are allies to you.
It's also a good time to honor your ancestors on this date and remember them. One of the main aspects of this festival was to invite ancestors who have passed into your Circle to aid you with your upcoming goals. I usually end the ceremony with a Feast of the Dead to use as offerings to those souls and since it is the last Harvest I believe it to be appropriate to show your bounty and your appreciation for it.
For more about the History of Samhain, which truly is extensive in many countries, try visiting these links: