Is it wrong for a Christian
to celebrate Christmas?

Yes, it is wrong. Christ’s mass is a Roman Catholic holy day that they adopted from the Roman Saturnalia feast and whitewashed with Christian ideas. The date is connected to the winter solstice, and the customs are from pagan religion, especially the evergreen tree. God has commanded His people to avoid any such customs or traditions of pagans (Deut 12:29-32; Jer 10:1-4; II Cor 6:14-18; Rev 18:4). The Bible evidence is that Jesus was born in the fall. There is no command or suggestion for Christians to observe the birth of Jesus. His death and resurrection are remembered at baptism by immersion and his death at the Lord’s Supper.

See Also

Reasons from the Bible and history: 120 Reasons Against Christmas.
Christmas celebrations as spiritual adultery: Christmas is Spiritual Adultery.