Study up on the origin of the holidays. Where did christmas come from? Why do we celebrate it on December 25? Who is Santa Claus, really? Where did the legend come from? Are there parts of the holiday that are pagan in origin? What will you do as a couple to celebrate Jesus' birth? Are there parts of the "commercialized" holiday that you will dispense with?
Do the same thing for Thanksgiving, though as a newer and less commercialized holiday Thanksgiving should be easier. It is very interesting to study up on where things come from--you never know what you'll learn!!!