Setsubun is a seasonal event on Feb/3, where people shout something out and throw away soybeans from the house. Many temples and shrines all over Japan invite famous singers and movie stars and let them throw away soybeans from the stage to commoners. Foreigners cannot understand why gentle Japanese do such weird thing and why, and I have heard that some foreigner says it is the strangest event in Japan.
Setubun literally means “separation of seasons”. As there are four seasons in Japan, Setsubun comes four times a year. Among them, Setsubun between winter and spring is the most important as it means the end of cold season and the beginning of spring. In the old agricultural calendar, the 1st day of spring is a new year’s day, January 1st, which is the most important day in a year for Japanese. In short, original Setubun event was conducted on the last day of the year(Dec.31) and people celebrate coming new year. Because there is about a month gap between the agricultural calendar and solar calendar, Setsubun is now on Feb/3.
But why do they throw soybeans? In ancient Japan, grains like rice and beans own some special spiritual power to avoid evils, that is why people throw soybeans against unseen evils (=illness, calamity etc.) keep them away from home. Ancient Japanese might choose soybeans as better weapon against enemies because the bean itself is bigger and harder than rice.