Christians are wrong to celebrate Christmas on December 25. Jesus could not have been born then—it would have been too cold for the shepherds to keep their flocks outdoors (as described in Luke 2:8).

There are several problems with this challenge. 
 
First, the Catholic Church celebrates Jesus’ birth on December 25, but this is a matter of custom rather than doctrine. It is not Church teaching that this is when Jesus was born (note that the matter isn’t even mentioned in the Catechism of the Catholic Church). 
 
Second, although most Christians today celebrate Christ’s birth on December 25, this was not the only date proposed. Around A.D. 194, Clement of Alexandria stated Christ was born November 18. Other early proposals included January 10, April 19 or 20, and May 20 (Jack Finegan, Handbook of Biblical Chronology, 2nd ed., §488, §553). By far the most common proposals, however, were January 6 (ibid., §§554–61) and December 25 (ibid., §§562–68). 
 
While the last was eventually adopted by the Catholic Church for use in its liturgy, the fact that the Church did not declare alternate proposals heretical shows the matter was not considered essential to the Faith. 
 
Third, the proposals that put Jesus’ birth in the colder part of the year (November 18, December 25, January 6, and January 10) are not ruled out by the fact that there were shepherds keeping watch over their flocks at night. 
 
Ancient Jews did not have large indoor spaces for housing sheep. Flocks were kept outdoors during winter in Judaea, as they are elsewhere in the world today, including in places where snow is common (search for “winter sheep care” on the Internet). Sheep are adapted to life outdoors. That’s why they have wool, which keeps body heat in and moisture out. 
 
Sheep are kept outdoors in winter in Israel today: “William Hendricksen quotes a letter dated Jan. 16, 1967, received from the New Testament scholar Harry Mulder, then teaching in Beirut, in which the latter tells of being in Shepherd Field at Bethlehem on the just passed Christmas Eve, and says: ‘Right near us a few flocks of sheep were nestled. Even the lambs were not lacking. . . . It is therefore definitely not impossible that the Lord Jesus was born in December’” (ibid., §569).