Roman December belonged to Saturn. The Saturnalia, opening on the seventeenth and sprawling across the following week, was the most beloved festival of the Roman year, the one Catullus called the best of days: courts and schools closed, gambling was licensed, masters waited on their slaves at table or dined with them, and friends exchanged gifts of wax candles and small figurines. The festival's inversions and its lights in the darkest week of the year gave later Europe a pattern of midwinter festivity that outlived the god entirely.
On the twenty fifth of December the calendar of 354 records the birthday of the Unconquered Sun, Dies Natalis Solis Invicti, the feast of the solar cult that the emperor Aurelian had raised to imperial rank in 274. The same calendar records, on the same date, the earliest secure evidence for the celebration of Christ's nativity in Rome. How the two feasts are related has been argued for three centuries and is still unsettled: one school holds that the church placed the nativity to claim the sun's birthday, another that the date was calculated independently, nine months from a March conception, and the sources do not decide the question. What is certain is that the sun's turning and the nativity have shared the date ever since, and preachers from Augustine onward made the coincidence a sermon, Christ as the true sun rising in the world's midwinter.
December's name, from decem, ten, marks it as the old year's last numbered month, the end of the count that began in March.
Sources Religions of Rome, Volume 1: A HistoryMary Beard, John North and Simon Price with Chronography of 354 (Calendar of Filocalus)Compiled by Furius Dionysius Filocalus, The Origins of the Liturgical YearThomas J. Talley