I can understand what your parents are saying. There are many theories about how the celebration of Christmas came about. I personally don't regard Christmas as a pagan holiday (as opposed to Halloween). My family absolutely celebrates it as an extra special opportunity to worship the Lord by spending lots of time in church, giving thanks, and studying the book of Luke together both as a family and with other believers. Ultimately, though, it doesn't matter when you choose to celebrate the life Jesus had here on earth. What matters most is that we obey the Lord and worship Him for all He has done for us.