ROME — For generations of Romans, Epiphany, not Christmas, was the holiday season’s main day for receiving gifts. They are dispensed overnight, according to Italian folklore, by the Befana, a broom-riding old hag with a strict naughty-or-nice ethic. To fall on her wrong side was to wake up on Jan. 6 to a stocking full of coal.

The Befana’s traditional headquarters — a kiosk-filled market in the central Piazza Navona here where vendors hawk trinkets, toys and sticky sweets — was a beloved annual pilgrimage, a kid-magnet of excitement, fun and sugar highs.

This year, Roman families turned out as usual, many with strollers in tow, on a sunny and warm Saturday. But it was evident that times had changed, and a cloud hung over the market.

Concerns about terrorism had choked off the event, and as lines formed at the entrances to the elegant Baroque square, police and carabinieri officers stood at steel barriers. Agents wielding metal detectors scanned knapsacks under the startled gaze of wide-eyed children. Earlier in the week, the square had been placed under “special surveillance.”