We always celebrated May Day when I was a kid. It usually meant making paper baskets and filling them with candy, then anonymously distributing them to our neighbors and friends. May Day was all about welcoming in spring.
Valborgsafton, a.k.a. Walpurgis Night, is more about discarding. On the final evening of April, Valborg signals that a long winter is nearly behind us and we are assured of spring's arrival. In our house, as they'll be doing in Sweden, we'll dine on barbecued wieners washed down with something bubbly (champagne or beer should do the trick) ... although we won't set any fires in the backyard.