I expect that you, like I, are somewhat surprised to see a saint named for a pagan holiday. I'm sure that you (like I) quake with fear at the thought of Walpurgisnacht, when the witches gather in the Harz Mountains of Germany. But that's the night of April 30, so why would February 25 be the feast of someone named for this hellish night? Glad you asked.
Walpurgis, aka Walpurga, aka Bugga (really, she was apparently called that, but probably by her younger brothers when they were too young to say her whole name) was the daughter of St. King Richard of Wessex. She accompanied her brothers (Willibald and Winibald) and her uncle, St. Boniface, on a evangelical mission into the heart of pagan Germany. Prior to this, her book describing her brother Willi's pilgrimage made her the first female author in both Germany and England.
She has lots of miracles to her credit, calmed storms and holy lights and that sort of thing. A stone where her relics rested oozes out a healing oil. She was canonized on May 1; typically "translation days" are secondary feasts. May 1 is coincidentally Beltane, a pagan fertility feast. The night before, a witches' festival, is known as commonly called Walpurgisnacht in an oddly syncretic but decidedly female holy day.
If the blend of pagan and Christian holy days around May Day are uncomfortable for you, feel free to celebrate the purely Christian feast of St. Bugga on February 25.