When I lived in Holland when I was 6, um at my boarding school you would put out your shoes on the door December 5th and there should be candy or chocolate in your shoes on the 6th.
She believes this tradition is similar to putting out stalkings on Christmas. She thought the goodies were a nice reward in the middle of the winter. She thought the tradition was like a pre-Christmas.
Perhaps the children put their shoes out to receive candy because Holland has a special emphasis on shoes. Many people in Holland are known for their clog shoes and since this is almost a national identity, the shoes are used as the conveyer of sweets. Thus, the people are perpetuating their national identity and making children associate the shoes with good things at a young age since they are filled with goodies.