Shaggy figures with snarling masks and metre-long horns, scenes of wild drunkenness, random assaults on strangers, witches winding your intestines out on a stick, a giant “Yule Cat” who will eat you if you’ve failed to put on new clothes for the day – no, it’s not your annual family get-together, at least I hope not. It’s a compendium of European seasonal lore from the dark side, as explored in this excellent short book by historian and folklorist Sarah Clegg. She combines a trove of good stories with a serious critique of earlier mythographers’ ideas about them, and also takes us on adventures ranging from pre-dawn graveyard walks to the terrors of Salzburg’s pre-Christmas “Krampus night”, named for the monstrous masked figures who prowl its streets on 5 December.

Clegg approaches Christmas by a broad avenue, so we get chapters on Venice’s carnival, Saturnalia festivals in ancient Rome, the witchy shenanigans of Epiphany Eve (also known as Twelfth Night), and the wassails of January, in which good health is wished to apple trees by waving horses’ skulls at them. What all these celebrations share is a mood of maniacal excess and social exuberance. Practices include “guising”, or putting on animal disguises; “mumming”, or enacting plays; and “knocking” – going around banging on doors, asking for treats, and even dragging out unwilling residents to join the merriment. The mayhem can spill over into violence, especially in the town of Matrei in Austria, where the Krampus-like “Klaubauf” figures barge into houses and fight in the streets, to the extent that local authorities advise tourists to stay away and the hospital’s emergency department prepares for an influx of injured people. Even Clegg does not venture to Matrei, but the Krampus night she attends in Salzburg is only slightly less extreme. As she strolls amid the usual market scenes of fairy lights and glühwein stands, she is set upon by a Krampus who whacks her with two sticks. It’s all good festive fun – except that she still has the bruises and welts far into January.

Saint Lucy is usually visualised as a gentle, white-clad maiden. But she also sometimes seizes children and removes their internal organs

Krampus is traditionally an assistant to Saint Nicholas, or Santa Claus, and even the white-bearded chuckling one himself can be less pleasant than we might think. His punitive side now survives mainly in the idea that he will bring no gifts if you’ve been naughty. That’s nothing compared with the punishments inflicted by other characters in the winter-festival tradition. In northern Europe, Saint Lucy is usually visualised as a gentle, white-clad maiden with a feast day on 13 December. But she can turn from sweetness to savagery in an instant if she catches you going to work instead of celebrating on that day, or if you have forgotten to put out snacks for her and her friends. She is the one who likes winching out your intestines, but for variety she sometimes also seizes children, removes their internal organs, stuffs them with straw, and sews them up again.

In the 19th century, a shift took place towards more polite Christmas behaviour, especially in Victorian Britain. Santa Claus became portly and took to riding around with reindeer. The feasting became less about chaotic public drinking sessions and more about a family dinner presided over by the master of the house: it affirmed the hierarchy rather than upending it. The topsy-turvy elements of the season were transferred to other celebrations such as carnivals and pantomimes, and door-to-door knocking and treating became more associated with Halloween. In England today, the tradition of raucous Christmas home intrusions survives only in the (slightly) less scary form of doorstep carol singers.

Where the wilder rituals remain, they have become more self-consciously folkloric. Clegg introduces us to the wassailers of Chepstow, with their horses’ skulls on poles, and the Marshfield Mummers of Gloucestershire, who dress up like giant ragged mops and put on a play. These events are well-attended, suggesting a revival of interest; Krampus runs have even become popular in parts of the US. Clegg suggests that this might reflect an increasing disenchantment with the tame, Victorian-style Christmas, especially now that it’s so commercialised. The frenzies of last-minute gift shopping or trying to get a train or plane ticket home can’t compete with the frenzy of running around with an animal head.

If so, these mixed feelings about the 19th-century family Christmas were there from the start. Clegg notes that the century that created that kind of Christmas also created a new kind of historian, keen to find dark and ghastly “pagan” rituals lurking behind the politer ones. In 1890, James Frazer’s The Golden Bough sought a key to all mythologies in a supposed long-lost midwinter rite, during which a king was killed so as to be reborn as a new king in spring. The idea was exciting, and the book became a bestseller. The problem, says Clegg, is that there was no good reason to think any such rite ever existed. The book was “a collection of wild, unsubstantiated statements”, built upon a titillating fantasy of “primitive” fertility rituals.

Frazer has been demolished many times before, but Clegg sees his ideas living on in our tendency, even now, to assume that modern practices are rooted in a timeless hinterland of mysterious, pagan antiquity. This is misleading in several ways, she argues. First, we know too little about what really went on in the undocumented past. Second, it casts the people of long-ago Europe as passive transmitters of tradition, rather than as active agents who reimagined and adapted their celebrations through time. “Never mistake folklore for something ancient and unvarying,” she writes. Like most of what humans do, it is “creative and dynamic”.

Also, the notion of solemn and ancient mysteries ignores the idea of having fun. When the fifth-century Bishop of Ravenna, Peter Chrysologus, inquired into local festivities, people assured him that it was all “just for fun”. He thought they were putting him off the scent of something more sinister. For Clegg, they were probably telling the truth. If people, given a day off work and a good excuse, choose to race around dressed as animals, drink a lot and bash each other with sticks, perhaps they do it because it’s a holiday and it’s a laugh.

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I’m not surprised Clegg is so attuned to the possibility of fun as a major cultural force, because she has a strong sense of it herself. Her book is both thought-provoking and filled with amusing asides and quips. Like Gibbon, but with more brevity, she puts many of her best jokes in footnotes. We need all the fun we can get, because, as she reminds us in one of her own more serious moments at the end of the book, “beyond the glow of firelight, the shadows are waiting”.

The Dead of Winter: The Demons, Witches and Ghosts of Christmas by Sarah Clegg is published by Granta (£14.99). To support the Guardian and Observer, order your copy at guardianbookshop.com. Delivery charges may apply.