There are many stories as to the way trick-or-treating might have begun :

Fooling the Spirits

Many people believed long ago that ghosts walked the earth on Halloween. They believed that fairies and ghouls played tricks on people. The way they fooled the spirits was to put on costumes.

One Halloween a group of young people called on a neighbor. When she came to the door she got a fright. She did not know that the "spirits" at the door were some of the young people of the village. She thought that the spirits had come to fool her.

She decided to prevent them from tricking her to give them food and money so they would leave. They were surprised by the gifts and thanked the neighbor. Going onto the next house where the some thing happened! They had so much fun that they decided to do this every Halloween!

We have some links here for Trick or Treating Online, if you cannot wait until the night!

Trick or Treat rhymes

Some people think that this led to asking for treats on Halloween in verses or rhymes. Such as:

Deal out, Deal out,
The witches are out!

Or:
Trick or treat, you're so neat.
Give me something good to eat.
Nuts and candy, fruit and gum.
I'll go away if you give me some.

or:
Trick or treat, smell my feet.
I know you'll give us lots of treats.
Not to big, not to small,
Maybe the size of Montreal.

Soul caking
People wanted to welcome the friendly spirits so they baked special soul cakes for them. When children came dressed in their costumes on All Hallow's Eve, they were given soul cakes.

Halloween Costumes