Christians have been celebrating Jesus' birth on December 25 since at least the early fourth century. The first evidence of its observance is in Rome in 336 AD. {1} The earliest Christians do not appear to have commemorated the nativity, but only the baptism and resurrection of Christ and the deaths of the martyrs.
In fact, some early Christians, most notably Origen of Alexandria {2}, strongly opposed the celebration of Christ's birth. Pointing out that only Pharaoh and Herod celebrate their birthdays in the Bible {3}, Origen argued that birthdays were for pagans, not Christians. Jehovah's Witnesses follow the same reasoning today in rejecting both Christmas and celebration of birthdays.