Ceilidh is a Gaelic word that is both a noun or a verb meaning "visit". What you do on a visit is the choice of you and your host.
In pioneer days on Cape Breton Island a ceilidh with a more formal structure provided entertainment of music, dancing and song with the neighbours. This has evolved int a sometimes more commercial format today that could be either a dance or concert or jam or any combination. Deeper insight can be found here:

Cape Breton Ceilidh