Halloween hides a word that English otherwise lost. A "hallow" was a saint, and Halloween is simply the saints' evening.
The holiday sits on the church calendar. November 1 is All Saints' Day, once called All Hallows' Day or All Hallows. Wikipedia says churches in Ireland and Northumbria were holding a feast for all saints on November 1 by the year 800. The Frankish Empire officially adopted the date in 835. The night before was All Hallows' Even.
Each part of that phrase has a history. Hallow comes from Old English halga or haliga, "holy person, saint," from the same root as holy. Etymonline says the noun dropped out of ordinary use but survived in All Hallows, and through it in Halloween. Even is evening, from Old English æfen, which also gives us eve.
The short form is Scottish. Etymonline records Halloween in Scotland from the 1560s, a clipped version of forms like All Hallowen and Allhallowe'en. Say "All Hallows' Even" quickly enough and the phrase shrinks: "even" becomes "e'en," and the rest runs together. The apostrophe in the older spelling Hallowe'en marks the missing "v."
Scottish poets then gave the name wide reach. John Mayne published a Halloween poem in 1780, full of pranks and ghosts. Robert Burns wrote his own "Halloween" in 1785, published the next year. Etymonline credits Burns's poem with popularizing both the word and the Scottish customs of the night.
What the name does not settle is where the customs came from. One view holds that many traditions were influenced by Samhain, a Gaelic festival held at the same time of year. Other scholars say Halloween began independently as a Christian vigil. Wikipedia describes this as a live debate, and the evidence does not close it.
The name itself carries no hint of pumpkins or costumes. It is a church date, worn down by centuries of Scottish speech into one word.