Thaipusam

...is a Hindu festival celebrated mostly by the Tamil community on the full moon in the Tamil month of Thai (Jan/Feb). Pusam refers to a star that is at its highest point during the festival. The festival commemorates both the birthday of Lord Murugan (also Subramaniam), the youngest son of Shiva and Parvati, and the occasion when Parvati gave Murugan a vel (lance) so he could vanquish the evil demon Soorapadman.

On the day of the festival, devotees will shave their heads undertake a pilgrimage along a set route while engaging in various acts of devotion, notably carrying various types of kavadi (burdens). At its simplest this may entail carrying a pot of milk, but mortification of the flesh by piercing the skin, tongue or cheeks with vel skewers is also common. The most spectacular practice is the vel kavadi, essentially a portable altar up to two meters tall, decorated with peacock feathers and attached to the devotee through 108 vels pierced into the skin on the chest and back.

- information extracted from Wikipedia