Many traditions are started and fulfilled during the Christmas season. For instance, my family goes to the Olive Garden for dinner on Christmas Eve. This has been our tradition since 2003. We had no idea it would really turn into such an annual event, but it's been something nice that we can rely on.
I have a friend whose Christmas tradition includes going through the Arby's drive-thru and munching on roast beef and curly fries in the car as they drive around and look at Christmas lights. Others always go to a certain family member's house for the holiday. I have a friend from high school whose family has brunch on Christmas morning, complete with mimosas.
Whatever your traditions, they're important. They produce some of the best memories or funny stories that you'll remember for a long time. It's always good to continue traditions, but sometimes changing things up and starting new traditions isn't bad either.