And HERE is a lengthy section I found on the ESO web-site which I was thought was interesting:
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Aurora borealis has amazed people for thousands of years. It's thought that some cave paintings, for example, might represent the aurora. Little later Vikings must have seen these remarkable lights in the sky during their journeys across the Arctic Ocean and they might have thought that it's work of the gods. Many ancient tribes had and still have some quite interesting theories about these lights in the night sky.
In South-France scientist found about 30 000-year-old cave paintings and it's been assumed that those are pictures of the northern lights. If this is true those are the oldest "documented" marks of the northern lights.
In Asia there have remained some ancient documents that have mentions of the northern lights. In China they began to write down observations of the Aurora about 2500 years ago. They didn't use any special name about them. Usually they were compared to fire and animals, especially to dragon. These old writings have a very peculiar aspect; they very often connect lightning with the aurora.
There are some references to aurora in the Old Testament of the Bible but actually it was antique philosophers that first tried to explain the scientific reasons for the aurora. Hippocrates and Aeschylus had this theory that aurora are caused by sunlight that reflects from the surface of the Earth. Aristotle had a theory of steam that rises from the surface of the Earth, because of the warmth of the Sun, and starts burning and forms these colorful lights.
In the late 15th century and early 16th century people started the speculations of the aurora again. In the 17th century they were given their scientific name aurora borealis. It's been written that the name was invented by a French mathematician Gassend, though; it's known that about 30 years earlier the name was used by Italian scientist Galileo Galilei.
First theory that actually was partly correct was made by English scientist Sir Edmund Halley in the 18th century. He made a quite interesting observation that the aurora had something to do with the magnetic field of the Earth. Same kind of observation was also made by Anders Celsius' student in Sweden. Still, less than twenty years later French scientist called Mairan still had a weird perception that the formation of the aurora was connected with the reflecting sunlight; this time through ice crystals, in the polar regions. The burning-gas-theory of the ancient Greek was also in use in the 18th and 19th century.
It seemed to be quite clear that the aurora had something to do with the Sun and maybe with the magnetic field but nobody really solved the mystery of the "burning lights" until...
The real breakthrough was made not any earlier than in the 1950s. First in the beginning of the century professor Kristian Birkeland associated the aurora with electric currents that existed all around Earth. Though nobody believed him back then they are nowadays called the Birkeland currents.
Mythology
This heavenly light phenomenon has often been associated with bad things. Before Caesar was murdered and at the time when Jerusalem was destroyed it's been claimed that aurora were seen in the sky. Aurora are also been described as tears of the martyrs (Thomas Becket's martyr's death in 1777.)
Inuits have all kinds of beliefs about the aurora. They believe that aurora are formed when the souls of the dead play football with the skull of the walrus. Another belief is that the aurora are souls of their unborn children or torches of their ancestors. They also think that if you look at the aurora too much, you will go crazy.
In Siberia and Japan some tribes believe that if a child is conceived under the aurora sky, the offspring will have a long and happy life. Aurora will also help in the delivery.
In Finland people had a belief a long time ago that the aurora are formed when a fire-fox flings the snow with its tail so that the sparks fly up to the sky and form shapes of the aurora. That's why Northern lights (English), Aurora Borealis ("Latin"), norrsken (Swedish), Polarlicht (German) are called "revontulet" ("Fox's fire") in Finland.
Another Finnish belief is that aurora formed a burning river that connected the worlds of the living and the dead. There is a very similar belief in Norway but they believed that it was a burning bridge, not a river, which connected the Earth and the Heavens. In Norway some people also believed that the aurora were dancing women.
Norwegians believed also that bad weather could be predicted from aurora. And the Inuits on the other hand believed that it was a sign of good weather. Some people think even today that the aurora are dangerous, so they arm themselves. Vikings had a perception that if there was occurrence of the aurora it would mean that a war was coming.
In Canada people think that if you whistle the aurora will come closer but if their come too close they will take you.
It's been considered that some UFO observations might be explained with the aurora occurrence. In places where aurora is very rare people might not understand what those lights are and think that they are lights of UFO's.