Many of the ancient pagan observances during midwinter have been transformed or forgotten by our modern society. If you look into the origins of traditions practiced around Christmas today, you might be surprised to discover that the Christmas pastimes you know so well are themselves teeming with the macabre and strange.
However, in some countries where people have held fast to these ancient traditions, Christmas brings with it unthinkable terrors. For some, Christmas is a season filled with supernatural goings-on, ghosts, witches, magic, and especially monsters.
http://www.atlasobscura.com/articles/monsters-of-christmas