Why do we play Dreidel on Chanukah?

One of the traditions of Chanukah in Ashkenazic communities is playing with a dreidel, a spinning top that has 4 sides with the Hebrew letters Nun, Gimmel, Hei and Shin. What is the origin of the dreidel? Does it contain mystical significance? What is the connection to Chanukah? A fascinating discussion about the Dreidel and its significance.