The birth of Jesus was actually September 11th and was moved to December 25th to coincide with the winter solstice, a Pagan holiday, so that early Christians weren’t easily found out and prosecuted.
Many if not all religions have holidays on the winter solstice because humans are made, hardwired to celebrate the time of the winter season where the days are starting to become long again and receiving more sunlight.
... Besides Jeebus. There happens to be a friend of good old Santa Claus that you maaayyyy not know about. He's not an elf or a reindeer or a living snowman... He's Krampus the demon!
I'm not kidding. There's even a festival for this creature. The Krampus festival is a traditional Austrian celebration in which the men of the town dress up as horrible demons and chase small children through the streets, beating them with whips.
Here's a description of a Krampus festival, taken directly from wikipedia:
"Today, Schladming, a town in Styria, over 1200 "Krampus" gather from all over Austria wearing goat-hair costumes and carved masks, carrying bundles of sticks used as switches, and swinging cowbells to warn of their approach. They are typically young men in their teens and early twenties and are generally intoxicated. They roam the streets of this typically quiet town and hit people with their switches. It is not considered wise for young women to go out on this night, as they are popular targets."
It's quite a different thing from just getting a lump of coal for being naughty, now isn't it? So remember, be good little girls and boys or else... Good ol' Saint Nick will send his buddy Krampus after you.