The custom of predicting future weather conditions based on animals dates back at least a thousand years, but using February 2nd to forecast a longer winter is more recent than that.
It was during the Dark Ages in Europe that this widespread superstition took
hold. That was when peasants and farmers first noticed a strong connection between a bright, sunny, medieval Candlemas Day and long, dreary winter weather extending into the next 6 weeks:
If Candlemas be fair and bright, Winter has another flight.
If Candlemas brings clouds and rain, Winter will not come again.
With German farmers, meanwhile, it was the hedgehog that played a major role in a similar belief as they watched the hibernating animal come out of his burrow in late winter.
If the hedgehog saw his shadow on a bright, sunlit day he would quickly return to hibernate...and thus put the official stamp on a prediction of six more weeks of winter. German settlers later brought the old belief with them to Pennsylvania, replacing the hedgehog with the more common American groundhog.