Today, or rather yesterday at this point, was the day after Thanksgiving, and thus in the United States the first official day of the Christmas shopping season (I've never heard it called 'the holiday shopping season', despite the fact that most things have been changed to be religion neutral). According to sources I've read, it was on this day that shops used to first earn their profit for the year, i.e. the day they went 'into the black', and thus the day is called in many circles 'Black Friday' (for those that don't know, the American holiday of Thanksgiving falls by definition on a Thursday, so the day is always a Friday).
The day is also traditionally a day of shopping, and of huge sales events. I don't know the history, but the New York Times suggests the modern reason for the day after Thanksgiving being an event is because it will influence where people shop later in the holiday season:
Retailers are putting a greater emphasis on the day after Thanksgiving because they find it strongly influences decisions about where to shop for the rest of the holiday season. Deep discounts, in particular, they say, create the impression that a retailer is offering better values than competitors. "If we don't have the right door busters we don't have a good Christmas," said Ron Gregory, district manager for Sears in Chicago.
In the area where I grew up, and almost nowhere else I know of in the US, one of the tools retailers used to attract crowds was give-aways: in addition to the huge 'early-bird' specials for people who visited the store early in the morning on the day after thanksgiving, the stores would give special prizes to the first few people entering the stores.
It was these freebies which led me to the tradition I still follow, and which took up the entirety of yesterday. At some point while I was still in high school, myself and a friend of mine, Tammy, discovered that it was quite fun going from store to store, getting free stuff. At that time I didn't have a great deal of cash, so the purchases were few, but the joy of the hunt, and the madness of seeing everyone trying to get the best deal possible, made it all worthwhile.
So, yesterday evening, in rather unpleasant weather, I headed over to Tammy's (getting horribly lost along the way) so we could depart early in the morning to get the specials. As it turned out, we stayed up late playing video games and thus missed most of the specials (and in addition, some retailers have moved their hours back to absurdity, making it less likely we want to be awake to see the opening of their doors). But we made it soon enough to get a taste, and carried on seeking out the specials which run only for the weekend. We shopped the entire day, spanning two cities (Battle Creek and Kalamazoo), and massive amounts of cash were spent. Interesting events abounded. Early in the day we learned that there had been a trampling incident at a Wal-Mart nearby, which we passed along as we chatted with other shoppers and workers about the madness of the day. Later, in a push to get a present for her husband, Tammy managed to get a store which had closed to let her in and buy the game she wanted. In fact, this was part of a piece of shopper-brinksmanship which left me breathless, as it in fact involved two visits to two stores, and a bizarre swap in order to overcome inventory shortages. But it was par for the course on Black Friday.