The first recorded Christmas celebration was on December 25th 336 A.D. Just a few years later, Pope Julius I declared that Jesus' birth would be celebrated on that day every year. Since the actual date of Jesus' birth is unknown, many theories exist questioning why that day was chosen.
There are several different Pagan celebrations that occur on or around December 25th, such as the Winter Solstice, which is December 20th-21st. Some theories argue that the date was chosen because so many other groups were already celebrating around that time of year. The Jewish Festival of Lights also begins on December 25th.