According to Nordic myth, Odin periodically rides his horse at night leading a tremendous procession of deities, spirits, heroes and heroines. His passing is signaled by storms featuring lightening, thunder and powerful winds.
During this time it is recommended that people stay safely indoors because should the "Wild Hunt" encounter you, these spirits possessed the power to force you to join them.
This may refer to fears of involuntary possession or because being caught celebrating the Wild Hunt left one vulnerable to accusations of witchcraft and maintaining now forbidden traditions.
In ancient Germany and Scandinavia, this Wild Hunt -Odin's host of Spirits - rendezvoused with Dame Hulda's Host of Witches, especially during the Twelve Days of Yule.