There once were a bunch of intelligent creatures that lived on a planet that was tilted towards the ecliptic of it's solar system. This means that the planet experienced different seasons as it moved around it's sun on an elliptical orbit and that at some times the days were a lot shorter than at other times.
Depending on where you were on a hemisphere, once a year there would only be sunlight for a few hours (and if you moved even further towards the pole, there wouldn't be any sunlight at all during those hours).
The intelligent creatures who lived on this world weren't to happy about this. They didn't like the dark, for various reasons. They were diurnal creatures, which meant that they were active when it was bright and usually sleeped when it was dark, so this situation really fucked up their sleep habits. It depressed them. Out of the five senses these creatures had, sight was the one they used the most - but ironically they couldn't see well in the dark at all. And if you can't use the sense you are most used to using - your survival mechanism in your brain starts wondering if there is something bad anywhere around you, just outside of your detection.
Also not only light was absent, but also heat, which added to the misery of the creatures. Plus the food the creatures relied on was gone. And a lot of different other reasons, too many to list them here. All in all, you can see that the creatures were quite miserable when the shortest day on their hemisphere was approaching.
But long ago the ancestors of the creatures had figured out that the days did not only get shorter, from a certain point onwards they got longer again. So light and warmth and everything else returned to the creatures from it's own. All you had to do was wait for that apex, that Shortest Of All Days, to arrive and then to pass and better times would come on their own.
To make this more pleasant, the creatures came up with all sorts of celebrations, rituals and other activties to celebrate the passing of the Shortest Day, which were either held on the Shortest Day itself or on a day close to it. Some even build hugh monuments onto which the sun would shine on in a certain angle when the Shortest Day had come. And so the creatures build and made up ways to help themselves through literally the darkest time of the year. So magnificient were some of these celebrations that some of the creatures actually spend time in the lighter and warmer seasons looking forward to the dark season.
*In that sense: Merry Christmas! *