You can read about Saint Nicholas here and here, but the Saint Nicholas Center website is completely dedicated to Nicholas and Saint Nicholas Day. Here are a couple of snippets from the site:
In Roman Catholic areas of southern Germany, such as Bavaria, Sankt Nikolaus still comes as a bishop with flowing beard and a bishop's miter and staff. Houses are thoroughly cleaned and children clean and polish their shoes or boots in preparation for the saint's visit. On the evening before St. Nicholas Day, children put letters to the good saint along with carrots or other food for his white horse or donkey on a plate or in their shoes. These are left outside, under the bed, beside a radiator, or on a windowsill in hopes of finding goodies from St. Nicholas the next morning. During the night Sankt Nikolaus goes from house to house carrying a book in which all the children's deeds are written. If they have been good, he fills their plate, shoe or boot with delicious fruits, nuts and candies. If not, they may find potatoes, coal, or twigs.