The Yule goat is a Scandinavian tradition, whose origins are believed to go back pre-Christian pagan beliefs of the Norse god Thor, who is said to have rode through the sky in a chariot drawn by two goats. In Sweden, the Yule goat is considered as an invisible spirit that would appear some time before Christmas. The goat would be created out of straw and left secretly at a neighbour's house as a prank. The neighbour's would then have to secretly pass the goat onto another neighbour.
The Gävle Goat is a giant version of a traditional Swedish Yule Goat figure made of straw. In 1966, an advertising consultant, Stig Gavlén, came up with the idea of making the giant goat and placing it in the Castle Square of Gävle. Usually erected over two days, to celebrate the first day of Advent.
Weird Retro Fact: Read about other strange and dark European Christmas traditions, in the article The Dark Side Of European Christmas Traditions.