In areas where wild hazels grew freely, large groups of villagers (particularly women) would go into the woods to gather them as food, or to sell to dyers. These expeditions were lively affairs, where a good deal of love-making went on; this sexual aspect, combined with the traditional use of ‘nuts’ to mean ‘testicles’, accounts for the jokes in folksongs and nursery rhymes about girls ‘gathering nuts in May’.
It was also said that if you go nutting on a holy day you'll meet the Devil; the first record (in 1670) refers to Holy Rood Day (14 September), but it was more commonly applied to Sundays. The present writer heard it seriously said in Sussex in the 1940s [JS]. On the other hand, a vicar of Hailsham (Sussex) wrote flippantly in 1884 that the Devil who helped a girl who went nutting commonly appeared in the form of her sweetheart (Simpson, 1973: 65).
Vickery, 1995: 172–4;Opie and Tatem, 1989: 290.