According to legend, when the boat carrying Santiago was approaching land, a young man on horseback leaped off the cliff at Cape Finisterra and plunged into the sea. But horse and rider both rose to the surface, covered with scallop shells and swam alongside the boat til they came ashore.
And ever since that time, the scallop shell has been associated with St. James, and particularly with the pilgrimage to Santiago. In the beginning, the shell was a sign of the completion of the pilgrimage - each pilgrim would buy a scallop as soon as he reached Santiago, eat it, an then attach the shell to his hat or pouch. But now pilgrims buy their shells at the beginning of their journey and tie them to their packs.