Middle school Lucia. I'm the one on the far right.
Although Danes technically belong to the protestant church, almost no Danes practice religion. With the exception of the yearly christmas service most of us never go to church. Therefore you wont be surprised to hear that "Sankta Lucia" (Saint Lucy) doesn't give us any associations to the actual Saint Lucy who lived from year 283-304 and was a young Christian martyr who died during the Diocletianic Persecution.
Instead we think about candles and white dresses. The 13th of december is her feast day and although we don't celebrate most saints, somehow Saint Lucy's day became incorporated into our christmas traditions. On this day kindergardeners and middle schoolers, sometimes even adults, dress up in all white to "walk the Lucia".
The Lucia walk is a slow parade of white garments and candles. In front the Lucia bride (The tallest of the girls) is wearing a crown with four lit candles on it. Everybody else is holding one candle in their hands and walk slowly and rhythmically after her. While the parade is moving they're singing the Lucia song, a sad and quiet carol. If you want to see how this ghost-like elegant and singing parade looks in real life I found a clip here...