In the UK, the day before Ash Wednesday is known as Shrove Tuesday. In New Orleans it is known Fat Tuesday, the end of Mardi Gras and the last day of "fat eating" before the Lenten fasting. In the 16th century the celebration lasted more than a week.

The tradition actually began around 1000 AD. In the week before Lent everyone would go to their confessors and declare their transgressions and be informed as to their penance or what they must do, or give up, for the Lenten season.

Pancakes may have grown to be associated with Shrove Tuesday as it was the last day to eat foods containing butter, eggs, and fat before the fasting of lent and dates back to the 16th century.

The term Shrove is a form of the English word shrive meaning to receive forgiveness for one's sins by doing penance.

More Info: en.wikipedia.org