On Halloween, when the evening begins, you can then hunt for Jack between the hours 6pm - 12 am.
Give him candy and you'll receive a piece of furniture from the Spooky Series.
If you want another piece of his furniture, just simply go find Jack again.
If you don't give Jack candy, he will play a trick on you! He also gives items to those who don't give him candy, which are:
Pumpkin Head: Obtained by "default". Re-orderable hats and accessories are turned into a Pumpkin Head, but one will also appear when wearing only a re-orderable shirt
Moldy Shirt or Patched Shirt: Obtained by wearing a re-orderable shirt and a Pumpkin Head or non-reorderable hat/accessory. The shirt will be transformed into one of the two Halloween shirts; put on another top to try and get the other one.
Jack-in-the-box: Obtained by having any other item in the inventory while wearing the Pumpkin Head and one of the two Halloween shirts. This includes shirts and hats/accessories not currently being worn.

If you wear an outfit then you won't be tricked, and be given any of the four items above.

Out of candy? If you are out of candy then you need to have a matching outfit on and you can go to a Villagers house when that villager is home. He/she will give you another piece of candy. You can go in and out of the Villager's house as many times as you want.
Every time you enter a Villager's house he/she will give you another piece of candy when you talk to them. They give you
the candy because they are afraid that you will otherwise play a trick on them.

Good to know: Don't carry any re-orderable furniture or any other valuable items in your pocket or the Trick-or-Treating Villagers will transform them
into Jack-in-the-box when you don't have any candy in your pocket. Silver and Gold tools won't be transformed but regular tools will be transformed into Jack-in-the-boxes. Some items can be purchased back from Nook's Catalog; however, others can't.

Some hints about Jack: When you go up to the other villagers that look like Jack they will run towards you, but only Jack will stay where he is and won't come near you.
When you give Jack candy, if you don't move your character after he disappears, your character will point his/her body in the direction Jack will be next.

How to keep your candy: If the Villagers run into you and want candy, then it's always good not to carry any candy
in your pocket, because otherwise they transform it into Jack-in-the-box or take it. Carry your candy in a letter
and when you find Jack, take one candy from the letter and give it to him.
You could dig holes around all the villagers before 6pm, so they won't chase you.
Here is an example of a trapped villager. :

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Example of a trapped villager.

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Candy at Nook's Store.

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Villigers will chase you, but Jack doesn't.

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Giving Jack some candy.