Shrove Tuesday, Fat Tuesday, Mardi Gras. All names for this day, the day before Ash Wednesday, the day before Lent begins.
A day to eat all the eggs and butter and oil (pancakes! king cake!), to make one's confession (shriving!), to party big before the season of penitence and fasting begins.
And a day to burn last year's palms from Palm Sunday, to make the ashes for tomorrow.
I've participated in a couple of palm burning/ash producing events. They are often more about the symbolism than about producing ashes. After all, one can procure ashes from a number of church suppliers without having to do all that pounding and straining any more. But I like symbolic acts, don't you?