As most of you already know, Imbolc has always been associated with fertility and weather divination. The word, itself is Old Irish for “in the belly” ~ hence the strong association between Imbolc and Brigid, a Celtic goddess of fertility (and a Triple Goddess as well). When this pagan holiday was converted by the Catholic church, the celebrations of Candlemas (“candle night”) and Saint Brigid’s Day were born. Saint Brigid’s Day was celebrated on February 1st and honored an Irish saint, named after the Celtic goddess, and who was also a contemporary of Saint Patrick.
Candlemas was celebrated on February 2 (Groundhog Day). It was the celebration feast of Mary's purification and was marked by a candle procession. Historically speaking, the connection between purification rituals and the month of February goes directly back to the pagan era as the word "February," is derived from the Latin “februa” meaning "expiatory offerings” and designates this month as a time for purification.
So what exactly does a groundhog have to do with all of this? Well, for one thing the Roman’s had celebrated somewhat of a similar version to our own contemporary Groundhog Day in early February, except it was the hedgehog performing weather divination instead of a groundhog. It was beliefs such as this which survived the Christianization of Europe. By attaching themselves to the “new” Candlemas Day holiday, parts of the old pagan traditions were kept alive and; therefore, accepted as folklore. European settlers in North America continued the tradition, substituting the groundhog for the European hedgehog.