While people in Japan don't necessarily celebrate Christmas the way that people in England do they will often celebrate it for the children or have their TV shows have little Christmas segments. The most notable of this is the fact that Sailor Moon released plenty of Christmas albums all in Japanese which makes for a fun guessing game as well as an interesting experience!
Songs (available as a download) and something to play it with (Drop Box Link - https://www.dropbox.com/sh/y90m6ko3x2logv5/AAA7xDKoY7ZLZkL8wf9IaDLFa?dl=0 )
Children ready to be able to guess what song it is
Paper and pencils for the groups.
Have Children separated into appropriate sized groups for the amount there.
Play a snippet of the song (if playing the guessing game)
Once Children have written what song it is, move on to the next one.
Alternatively you could just sit with the Children and listen to the Christmas songs or play typical party games, it's up to you.
There is also the words for Jingle Bells included to help teach the Children a portion of it.