Before talking about special Chanukah candy and gifts...

... we need to know both the Chanukah story and Chanukah customs.

For the Chanukah story:

http://www.jewfaq.org/holiday7.htm#Story

For Chanukah customs:

http://www.beingjewish.com/yomtov/chanukah/customs.html (has rules for playing dreidel as well)

http://www.kolel.org/pages/holidays/Chanukah_customs.html