There's a lot of Americans who do as well, a legacy of their European heritage - actually, I would say that we are in a minority.
A Danish Christmas Eve dinner is also rather special with various treats such as burne kager, (gingerbread), and large plates of Danish Christmas cookies comprising of Vaniljekranse, klejner, jødekager, pebernødder, and finskbrød, (Vanilla Wreaths, deep fried Kleiner doughnuts, Jewish cakes, almond Pfeffernüsse cookies, Gingerbread and Finnish bread).
They also leave a bowl of rice pudding or porridge for Nisse, a mischievous elfin that comes around to taunt them, so that he is friendly to them and keeps his jokes within limits.
Also Christmas traditionally kicks off with Grod, a cinammon rich rice pudding.......often served on the 23rd.