Hanukkah's Pagan Origins: Saturnalia, Unicorns, & Fear of the Setting Sun
גמ׳ אמר רב חנן בר רבא קלנדא ח' ימים אחר תקופה סטרנורא ח' ימים לפני תקופה וסימנך (תהלים קלט, ה) אחור וקדם צרתני וגו'
GEMARA: Rav Ḥanan bar Rava says: When are these festivals celebrated? Kalenda is celebrated during the eight days after the winter solstice, and Saturnalia is celebrated during the eight days before the winter solstice. And your mnemonic to remember which festival is that the one that occurs after the solstice is mentioned first in the mishna, and the festival that takes place before the solstice is mentioned after, as in the verse: “You have hemmed me in behind and before, and laid Your Hand upon me” (Psalms 139:5), where the word “before” appears after the term “behind.”

(5) Kalenda, from which the English word calendar derives, refers to the first day of the month, and especially to the first day of the year. Saturnalia was a popular Roman holiday on the 17th of December, dedicated to the god, Saturn. Kratesis, which was on the first of August, commemorated the day that Augustus conquered Alexandria in Egypt. Note that I have used the names of these holidays as Albeck states that they should be read. Medieval scribes often did not know what these holidays were or what their names were and different forms of the words can be found in other versions of the mishnah.
The anniversary of the accession of the king to the throne is also considered to be a day of celebration full of idolatrous practices.
The final two days of idolatrous celebration are personal: one’s birthday and the anniversary of the death of a close relative. On these days non-Jews would make idolatrous celebrations. Interestingly, Jews did not traditionally celebrate birthdays because it was seen to be a non-Jewish custom.

ת"ר לפי שראה אדם הראשון יום שמתמעט והולך אמר אוי לי שמא בשביל שסרחתי עולם חשוך בעדי וחוזר לתוהו ובוהו וזו היא מיתה שנקנסה עלי מן השמים עמד וישב ח' ימים בתענית [ובתפלה]

With regard to the dates of these festivals, the Sages taught: When Adam the first man saw that the day was progressively diminishing, as the days become shorter from the autumnal equinox until the winter solstice, he did not yet know that this is a normal phenomenon, and therefore he said: Woe is me; perhaps because I sinned the world is becoming dark around me and will ultimately return to the primordial state of chaos and disorder. And this is the death that was sentenced upon me from Heaven, as it is written: “And to dust shall you return” (Genesis 3:19). He arose and spent eight days in fasting and in prayer.

כיון שראה תקופת טבת וראה יום שמאריך והולך אמר מנהגו של עולם הוא הלך ועשה שמונה ימים טובים לשנה האחרת עשאן לאלו ולאלו ימים טובים הוא קבעם לשם שמים והם קבעום לשם עבודת כוכבים
Once he saw that the season of Tevet, i.e., the winter solstice, had arrived, and saw that the day was progressively lengthening after the solstice, he said: Clearly, the days become shorter and then longer, and this is the order of the world. He went and observed a festival for eight days. Upon the next year, he observed both these eight days on which he had fasted on the previous year, and these eight days of his celebration, as days of festivities. He, Adam, established these festivals for the sake of Heaven, but they, the gentiles of later generations, established them for the sake of idol worship.

(10) This is an etymological story of the origins of Kalenda and Saturnalia. Some scholars also point to this story as the origin of why we light candles on Hannukah. Holidays around the winter solstice are often associated with fire, as a way of noting the beginning of the days getting longer, or to at least bring light to the darkest days of the year (in the northern hemisphere). There is also a sense here of cultural expropriation—your holidays were originally our holiday (in a sense) and you corrupted them. While there is of course a negative side to this phenomenon, the supremacist ideology it espouses, it also seems to me quite natural.

ת"ר יום שנברא בו אדם הראשון כיון ששקעה עליו חמה אמר אוי לי שבשביל שסרחתי עולם חשוך בעדי ויחזור עולם לתוהו ובוהו וזו היא מיתה שנקנסה עלי מן השמים היה יושב בתענית ובוכה כל הלילה וחוה בוכה כנגדו כיון שעלה עמוד השחר אמר מנהגו של עולם הוא עמד והקריב שור שקרניו קודמין לפרסותיו שנאמר (תהלים סט, לב) ותיטב לה' משור פר מקרין מפריס

The Sages taught: On the day that Adam the first man was created, when the sun set upon him he said: Woe is me, as because I sinned, the world is becoming dark around me, and the world will return to the primordial state of chaos and disorder. And this is the death that was sentenced upon me from Heaven. He spent all night fasting and crying, and Eve was crying opposite him. Once dawn broke, he said: Evidently, the sun sets and night arrives, and this is the order of the world. He arose and sacrificed a bull whose horns preceded its hoofs in the order that they were created, as it is stated: “And it shall please the Lord better than a bullock that has horns and hoofs” (Psalms 69:32). This verse is referring to the one particular bull whose horns preceded its hoofs.

(12) Poor Adam, always getting afraid of the dark! This story seems to explain a curious verse from Psalms. Why would the verse say “a bull that has horns and hooves”? Don’t most bulls have them? Is there any reason to note that the bull has these features? The midrash reads this as a bull whose horns were created before its hooves. Now there can only have been one such bull in all of history—the first bull. And who else could have sacrificed the first bull—Adam. So Adam must be saying this verse. And why would Adam offer thanksgiving—because the sun went away and the came back again. It’s actually quite a remarkable piece of exegetical thinking.

ואמר רב יהודה אמר שמואל שור שהקריב אדם הראשון קרן אחת היתה [לו] במצחו שנאמר ותיטב לה' משור פר מקרין מפריס מקרין תרתי משמע אמר רב נחמן בר יצחק מקרן כתיב
And Rav Yehuda says that Shmuel says: The bull that Adam the first man sacrificed had one horn in its forehead, as it is stated: “And it shall please the Lord better than a bullock that has horns [makrin] and hooves.” The Gemara raises a difficulty: Isn’t makrin plural, which indicates two horns? Rav Naḥman bar Yitzḥak says: Mikkeren is written, i.e., the letter yod is missing from the word, indicating that there was only one horn.

(13) Here is the origin of the Jewish version of the unicorn. There was once a unicorn in the world. But alas, Adam sacrificed it. This would seem to explain a difficult point with the earlier midrash. If Adam sacrificed an animal then there would be no other descendants of that animal. So what animal must that have been? The unicorn! Another great story.