The term "Christmas" is a compound of two words "Christ" and "Mass" (the celebration of Eucharist by the Catholic Church). Etymologically, the term refers to the celebration of mass on the anniversary of Christ's birth. Protestants usually refrain from looking at the Eucharist as another sacrifice and at the Bread and Wine as literally turning into Christ's body and blood. Therefore, they never use the word "mass" to refer to the Lord's Supper in their services. However, when they use the term "Christmas", this etymological meaning is not considered (usually unknown). But, the etymological connection of the Eucharist (which literally means "Thanksgiving", from the act of Christ giving thanks for the Bread and Wine) with the Birth of Christ can have a deeper significance--that His birth cannot be seen apart from His death, that He was born the first time in order to die as our Sacrifice. In fact, He couldn't have become our Sacrifice unless He had been made flesh in His body of sacrifice.
Therefore, when He came into the world, He said: "Sacrifice and offering You did not desire, But a body You have prepared for Me. (Heb 10:5 NKJ)
- He came as God's Sacrifice for our Sins (Heb. 10:5-6)
- His First Coming Establishes His Second Coming (In the OT Prophecy, Christ's coming was seen as a single event since they didn't see the Age of Grace in between the two peaks of His First and Second Coming. His First Coming tells us to look forward to His Second Coming). (Isa.61:1-3)
- He came to take away the Old in order to bring in the New. He makes all things new. (Heb.10:9)
- His First Coming as the Lamb of Sacrifice purges and sanctifies forever those who trust in Him. (Heb.10:10)