Choose a Christmas song that you think might be suitable to dance to. Find something that is upbeat so that your dance is lively and spirited.
Find a dance studio and hire a choreographer to assist you. Tell the choreographer that you are interested in learning a Christmas dance. Give the instructor input and ideas on what kind of dance movements you want to incorporate in the dance.
Watch Christmas themed movies with dancing. Look for moves to implement into your dance. Integrate different moves in this dance. The more style and variation you include the better the dance will be.
Go to a Christmas play. Christmas plays are always replete with dancing and choreography. Be inspired by the dances. Talk to the dancers about their moves. Ask if the dancers would be willing to show you some dance moves.
Ask friends and family for input and advice. See if anyone would like to be a part of the dance. The more ideas you have flowing in the better the dance will be.