Christmas has always been weird. That's the unspoken message of The Old Magic of Christmas: Yuletide Traditions for the Darkest Days of the Year by Linda Raedisch, a book that I snagged during Amazon's Cyber-Monday sale and promptly read virtual-cover-to-virtual-cover. It's still relatively inexpensive, so if you've ever wondered about the "There'll be scary ghost stories" line in "The Most Wonderful Time of the Year", this book has answers and then some.
But as for specific Christmas folklore, that brings us to the...
Art of the Day!
So, snow fairies, ice queens, winter witches, and other female Anthropomorphic Personifications of cold weather are sometimes said to take flight in the form of geese, swans, and other large aquatic arctic birds. There's another bit of folklore that says if you see geese "skating" on the morning of St. Martin's Day (that is, if the water is already icy on November 11), the winter will be nice and calm. If the ice hasn't formed yet and the birds are swimming, expect a rough winter.
Combine the two ideas while watching an old ice skating special (stay tuned) and voila: