It's a symbol of Christ first name Jesus his j stand the
reason behind the canes. The Cane is also a memorial symbol
for the last surviving founder who use to walk with a cane.
Th above answer, while very nice, is inaccurate. That is the reason for the candy cane and not the Kappa cane. The Kappa cane is directly related to helping the women of Sigma Gamma Rho Sorority. When SGR was established in Indiana at Butler, it was still a time of great racial strife and bigotry against minorities. SGR was comprised of professional women in education. The notion that these black women had the audacity to try and establish a greek letter organization really stuck in the craw of some of the more ignorant members of the community around Butler. The SGR founders were sometimes threatened with physical violence if they continued to pursue the dream of establishing their sisterhood. The nearby Kappas took it upon themselves to be real gentlemen and escort these ladies to class to deter any further assaults on the ladies. As black men in what is essentially a southern small town, they could not obviously carry weapons. However, a true gentleman always carries his walking stick. It was quite handy for strolling the campus with a lady on your arm, swatting away dogs or useful as a deterrent if need be. The Kappas let those in opposition to SGR's establishment know that they would brook no nonsense when it came to the safety of these ladies. It became a regular sight to see Kappas with their canes. It still holds true today.
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There really is no such thing as a "Kappa Alpha Psi Dance." There are certain trademarks such as a stroll that has become widely known as the "Kappa Shimmy." It is not proper to discuss "How to do" it or any other Kappa-related phenomenons with anyone who is not a Nupe. So if you have to ask, then you don't need to know. You'll know if you become a member of our brotherhood.
Blue and White
It's a secret. Hence, SECRET knock. If you want to know, join a chapter.
If you want to know the handshake then join the fraternity. All fraternities have secretes and no one will share it with you. If they were to, they would be in big trouble with Headquarters.
To be honest, Wikipedia could be considered as an (quote on quote) "Unreliable Resource" of information, but it is said the she was with the Alpha Kappa Alpha...