Curiouser and curiouser! In Germany they have a tradition where kids leave a shoe on the windowsill just before christmas, it think it's on December 20 (?)
If the kids have been good they find chocolate in their shoes when they wake up, and if they've been bad they get coal.
Sorry, I fear you are wrong. This day is called "Nikolaus" and is on December the 6th. Children need to write or paint pictures of what they want do get on Christmas-eve. This is called the “Wunschzettel”. If the kid was a good kid during the last year (and the shoes are cleaned!) it receives sweets (well, this was during my time, today they are getting cell-phones or ringtones

), if it was a bad kid it gets a rod.
Back to topic. I love the Knecht-Ruprecht by Schumann. It was indeed the top-reason for me to start playing the piano (at the age of 5), since my mother used to play it for me, telling me the story of that piece. And yes, it is scary, because Knecht Ruprecht is not only supposed to bring gifts, but also to judge the behavior of the children.
The first theme is about Knecht Ruprecht climbing the stairs towards the childrens home. This is supposed to be scary! The 2nd, more lovely theme represents the Christmas-atmosphere when he enters the living-room and the welcomes of the children. When the music turns dark, with this earnest voice in the base he is asking the children whether they were good kids during the last year. They tell him that they were, and receive there gifts. When the 1st theme starts again, Knecht Ruprecht climbs down the stairs again with his big, strong feet.