The first Christmas stamps?
On December 7, 1898, the Canadian Post issued a stamp to commemorate the uniform postage rate of 2 cents valid for the entire British Empire. A beautiful stamp featuring a world map and, in red, all the territories belonging to the Empire. An Empire where the sun never set.
The stamp also states: XMAS 1898. Christmas is often referred to by the abbreviation Xmas in English-speaking regions. There are several explanations for the origin of the abbreviation, a discussion I prefer not to get involved in. However, I do believe that this stamp is the first Christmas stamp in the world, due to the presence of the abbreviation.
The stamp was issued in various editions in which color differences can be discerned. The best known are those with a blue or lavender background. However, gray instead of blue also occurs. And blue, in turn, consists of two shades: deep blue and pale blue.
The fact that this stamp was also used for Christmas cards is demonstrated by the card above, on which the stamp is affixed along with the sentence: "Best wishes for a Merry Christmas." The card was sent in an envelope on December 14, 1898. But with this contribution, I would also like to wish you happy holidays and a good year 2015. 
Great piece! On Wikipedia, I do read that this wasn't entirely intended as a Christmas issue, but oh well… I still consider it the first one:
“It is a matter of some debate as to which is the first Christmas stamp. The Canadian map stamp of 1898 bears an inscription “XMAS 1898”, but it was actually issued to mark the inauguration of the Imperial Penny Postage rate. The Christmas connection has long been reported to have been the result of quick thinking; William Mulock was proposing that it be issued on 9 November, to “honor the Prince” (meaning the Prince of Wales), but when Queen Victoria asked “what Prince?” in a displeased manner, Mulock realized the danger, and answered “Why, madam, the Prince of Peace.”