"this light was a Jack with a lanthorn"

A primitive form of candle lantern, made from white horn and wood and called a lanthorn, was first made in the time of King Alfred of England. 

Jack o' Lantern made for the Holywell Manor Halloween celebrations in 2003
Creative Commons Attribution Share AlikeJack o' Lantern made for the Holywell Manor Halloween celebrations in 2003 - Credit: Toby Ord
The tale of jack o’ lantern, or will o’ the wisp, is told in different forms across Great Britain.  In its various forms, Jack, or Will, is a sly man, who has crossed the devil while living.  In death, he is refused entry into heaven, and is punished by the devil by not being allowed into hell either.  The Devil tosses him an ember from the flames of hell, which will burn forever, to help him on his way as he ceaselessly wanders the Earth looking for a resting place.  Jack carves out a turnip, and puts the ember inside.  According to the legend, he can often be seen by travellers at night as a ghostly light, especially over bogs, swamps or marshes. His image appears as a flickering lamp and is said to recede if approached, drawing travellers from the safe paths.

The earliest known use of the term jack-o'-lantern dates to the 1660s.

The use of the term jack-o'-lantern to describe a carved vegetable lantern is first recorded in 1837.