In the end, something about the Day of the Dead was finally able to be celebrated, even though it was only a day late. This tradition isn't celebrated, but rather remembered, honoring those who are no longer with us, and it's done with the utmost respect and solemnity. While it has roots in Halloween, it's completely different in how it's observed. Jay is the Black Charro, a well-known urban legend in Mexico who is said to appear around this time.