"Vėlė" -part of word "Vėlinės"- is another word for a soul of a dead person. In the Baltic mythology it was believed that the soul spends some time on this earth by living in a tree before going away to Soul Hill (yes, that's right!) and that is why it was forbidden to cut certain trees (as far as I know, some other religions also do not remove grass from the graveyard for maybe a similar reason?) Souls of good people could help in need, souls of bad people or suicides could only harm. There are old records of believing in reincarnation into birds, bees, etc. Souls would come back to visit their living relatives in late autumn and candlelight would help them keep warm. In some places not candles would be lit but whole bonfires. Beggars are considered to have a link with the other world and must be treated with food and probably some cash on this occasion.
When Lithuania converted into Roman Catholic faith (1387 if you want to know exactly), this image of a soul blended with an image of a Catholic soul that also has serious tradition for observation (mostly, I guess). So, that is why some local people, especially from the older generation, are angry to see young people wearing crazy Halloween costumes and drinking, partying until late, listening to loud music and having fun etc, etc. The introduction of this American-style event is popular with young people and clubs that make good revenue on drinks and thematic cocktails but the older generation-me included- looks down on it and shake heads reproachfully.
What's November 1/2 like in your country?
If Halloween is your thing after all, here are some travel blogs that focus on destinations to go for it:
Travel Away http://travelaway.me/best-halloween-destinations-in-europe/