As mentioned earlier, January and February were added to the end of the previously ten-month-plus-winter Roman Calendar by Numa Pompilius around 713 B.C.E. From the start Februarius (February) had fewer days than the other months. Indeed, since the Romans didn’t like even numbers it was the only month with an even number of days at all: Martius (March), Maius (May), Quinctilis (July), and October all had 31 days, while Ianuarius (January), Aprilis, Iunius (June), Sextilis (August), September, November, and December had 29 days.
According to the Encyclopaedia Romana, February having 28 wasn’t all that great:
Considered unlucky, [February] was devoted to rites of purification (februa) and expiation appropriate to the last month of the year.
I’m thinking that February’s 28 days was unlucky because if you add up the number of days in each month you only get 355 days in the year. The Romans solved this by occasionally cutting February down even further, to 23 or 24 days, and adding an extra month. They even did a little more calendar reform by changing the start of the new year to January 1 in 153 B.C.E. Their calendar wasn’t exact, but apparently it was good enough and they stuck with it for hundreds of years.
Enter Julius Caesar! By 46 B.C.E. the Roman calendar was three months off, and Julius decided to do something about it. A new calendar was developed and he got everything back on track by having 46 B.C.E be an extra long year — 445 days long — and permanently adding one or two extra days to each month to bring a year to 365 days. To accommodate the fact that the year is really about 365¼ days long an extra day was added to February every 4 years. And that extra day was
February 29 February 24. Another February 24. Ah, those wacky Romans. (February 29 didn’t actually exist as a date until some time in the late Middle Ages. Come to think of it, though, the notion of having February 24 twice solves the whole birthday problem for people born on the leap day. Instead of getting one birthday every 4 years, they’d get one every year with an extra one in leap years! Two days of presents — bonus!)
Julius’s calendar got off to a good start, and Quinctilis was renamed July in his honor. Sadly, his luck didn’t last: Julius was killed in 44 B.C.E. and his calendar quickly got messed up. The leap day was supposed to be added every 4th year, but the Romans used inclusive counting and the days were added every 3rd year by mistake. This went on for 36 years, and then from 8 B.C.E to 8 C.E. Augustus skipped all the leap days, putting everything back on track and getting Sextilis renamed Augustus as a reward. From then on the calendar worked pretty smoothly, and the Romans could concentrate on expanding their empire, feasting, and other pastimes.