I can't speak to the Christmas aspect, but Jefferson is a very nifty place to visit. Be advised that town businesses are closed Sundays. And nearby, Caddo Lake is beautiful with all the Spanish moss and cypress trees.
Natchitoches is very cool too. Be sure to try one of their famed "meat pies." Neat architecture. A bit touristy but any more, what isn't?
If you want to catch a train ride, you could do the TSR. They have something called the Polar Express. And, there's camping.
https://www.texasstaterr.com/parks-campgrounds/
While you're near Palestine you might like to check out one of the coolest cemetery statues ever.
http://www.inetwork-plus.com/palestine/angel_on_the_wind.htm