The ancient Romans had a festival for nearly everything and, if you were a god, you got your own holiday.
February was dedicated to Februus, for whom the month is named, and it was the time in which Rome was purified by making offerings and sacrifices to the gods of the dead.
The Februalia (January 30–February 2) was a month-long period of sacrifice and atonement, involving offerings to the gods, prayer, and sacrifices. In short, If you were a wealthy Roman who didn’t have to go out and work, you could literally spend the entire month of February in prayer and meditation, atoning for your misdeeds during the other eleven months of the year!
Either way, Februus is possibly named in honor of the more ancient Februa, the spring festival of washing and purification, activities that occurred at about the same time as Lupercalia, a Roman festival in honor of Faun and also the wolf who nursed Romulus and Remus, during which expiatory sacrifices and ritual purifications were also performed. Because of this coincidence, the two gods (Faun and Februus) were often considered the same entity.
Because of the association with fire as a method of purification, at some point the celebration of Februalia became associated with Vesta, a hearth goddess much like the Celtic Brighid, the Hearth Goddess of Ireland.
Not only that, February 2 is also considered the day of Juno Februa, the mother of war god Mars, and there is a reference to this purification holiday in Ovid’s Fasti, in which he says:
“In short, anything used to cleanse our bodies went by that name [of februa] in the time of our unshorn forefathers. The month is called after these things, because the Luperci purify the whole ground with strips of hide, which are their instruments of cleansing…”
In addition, Cicero wrote that the name Vesta comes from the Greeks, who called her Hestia. Because her power extended over altars and hearths, all prayers and all sacrifices ended with Vesta.
The festival known as Februalia was held near the end of the Roman calendar year.
Originally, the Roman year had only ten months as they counted out ten months between March and December, and basically disregarded the “dead months” of January and February.
Later, the Etruscans came along and added these two months back into the equation. In fact, they planned to make January the first month, but the expulsion of the Etruscan dynasty prevented this from happening, and so March 1st was considered the first day of the year
Februus was also worshipped under the same name by the Etruscans, as the god of purification, but also the underworld. For the Etruscans, he was also the god of riches (money/gold) and death, both connected to the underworld in the same natural manner as with the better-known Roman god Pluto.