In the Old Norse language, vetrnætr referred to a specific time of year in medieval Scandinavia, which was 28 days after the autumn equinox. It was a time when the winter season began.
Winter Nights is a Holy Tide for Heathens to remember their lost loved ones. It's a time to think of the people who have passed away, such as grandparents, parents, friends, and relatives.
The exact term "winter nights" is not mentioned in the Ynglinga saga by Snorri Sturluson where (in chapter 8) the three great sacrifices of the year are prescribed:
There should be a sacrifice at the beginning of winter for a good year, and in the middle of winter for a good crop, the third in summer day, that was the sacrifice for victory.
Specific sacrifices held at the beginning of winter during the Old Norse period were álfablót and dísablót. Of these, dísablót came to be a public sacrifice, according to the Ynglinga saga performed by the king of Sweden. By contrast, álfablót was a sacrifice held at each homestead separately for the local spirits, under the explicit exclusion of any strangers.