Within the Christian Church, pretzels were regarded as having religious significance for both ingredients and shape. Pretzels made with a simple recipe using only flour and water could be eaten during Lent when Christians were forbidden to eat eggs, lard, or dairy products such as milk and butter. As time passed, pretzels became associated with both Lent and Easter. Pretzels were hidden on Easter morning just as eggs are hidden today, and are particularly associated with Lent, fasting, and prayers before Easter.
Lots more info at the Wikipedia link. Image: Jan Steen, Baker Arent Oostwaard and his wife Catherina Keizerswaar (1658) features pretzels, Rijksmuseum.