Aurora Borealis is an unpredictable natural event. It depends on the activity of the Sun and the sky must be clear and dark enough to be able to see them. Their intensity and colours vary a lot. The northern light season is from end of August to April.
Read more about the northern lights in Wikipedia.
According to the old tales Aurora was caused by a fox running and swiping its tail across the nightsky. This is why the Aurora is called the fox`s fire in Finnish i.e. revontulet.
Here is a link to an explanation of the northern lights and even an example of the recorded sounds of the auroras.