One of the problems faced by new Muslims is the issue of different celebrations held throughout the year. Christmas is one typical example.
Muslims represent minorities in the West, though there is no contradiction between considering yourself both Muslim and completely European or American. We are all living in an age of diversity, blending, and extremely deep complexity.
It is difficult today to be a consistent and balanced Muslim in every aspect of life- in Islamic areas or in the West- so remember that Islamic teachings are the criteria.

Balance

Strike a balance between maintaining your identity and the purity of your beliefs while at the same time deal with your greater society in the best way possible.

Socialize

Maintain your identity and belief, represent the true image of Islam, respect and appreciate others.
You’re a new Muslim and here’s the time of year again, Christmas.

Be of the Best of Manners

Allah says in the Qur’an, addressing how Muslims should deal with non-Muslims:
Allah does not forbid you from those who do not fight you because of religion and do not expel you from your homes – from being righteous toward them and acting justly toward them. Indeed, Allah loves those who act justly. (Al-Mumtahanah 60:8)
The Prophet (peace be upon him) said: “The believers with the most complete faith are the ones with the best manners.” (Ahmad, Abu Dawud, Ibn Habban, and Al-Hakim)
So be always a man of good character against evil ideas, desires and powers of lust.

Ask God for Help

Pray to God, ask Him to give you the power and will to go through this holiday season smoothly.
Christmas is a religious holiday that is based on beliefs that are against Islam and it is not permissible for Muslims to celebrate it. Though, you can spend some time with your non-Muslim family on such a day if there is a family get together but that is a different issue.

Remind Yourself

Always remind yourself that you’ve found the truth, fulfillment, and a sense of peace you never imagined possible.
Though it is a difficult time you go through, remind yourself that it’s the process of becoming Muslim. You‘re not really lost, you’ve just evolved; moving towards becoming whole. It takes time.