Christmas is a tough time for many divorced parents, as they may both feel like they just don't get enough time with the kids. With all the focus on family time and being together, it's not great to spend parts of the holidays alone while your ex has the children at their house.
However, your custody arrangement should address this. It should at least give you a schedule and some legal rights. It may even contain provisions regarding what you do specifically during the holiday season that is different from what you do the rest of the year.
Your ex, however, may decide to play some games with you, trying to push back against this order.
For instance, one common game is when your ex tells the children that they are all going to have a fun time together -- going skiing, for instance, or sledding -- when they know that you actually have custody. They'll then put a stipulation on it, saying that the kids can go to this fun holiday event if you say it's all right.
Then, your ex will ask you to trade away your time in the custody plan. You don't want to, but now you're trapped. If you say yes, you lose your kids "voluntarily" for that time. If you say no, you get the kids at your house, but they see you as the bad guy who ruined their fun. They don't enjoy their time with you and your relationship gets worse.
The key is to know what to watch out for, to know your legal rights and to work out a custody arrangement in advance that you both agree to honor.