As late as 1856, Henry Wadsworth Longfellow could still remark, "We are in a transition state about Christmas here in New England. The old Puritan feeling prevents it from being a cheerful hearty holiday; though every year makes it more so."
Nevertheless, secular celebration did make inroads in the 1820s and 1830s. In Massachusetts, whether or not you celebrated a "cheerful, hearty" Christmas had mostly to do with which side of the Congregational and Unitarian fences your family lived on, and what generation you belonged to.
Take Concord, for example. Both lifestyles coexisted around 1830. Future senator George Hoar recalled, "Little account was made of Christmas. The fashion of Christmas presents was almost wholly unknown."
In the same town, the Thoreau family represented a vanguard generation, primarily Unitarians of progressive beliefs, who practiced a joyful celebration of Christmas as a family tradition. Henry David Thoreau was a little boy when (according to his brother) the future philosopher and his siblings would hang their stockings at the fireplace. Here is a Christmas memory that Henry's brother John wrote to a young boy in 1839, when John and Henry Thoreau were in their twenties--
"When I was a little boy I was told to hang my clean stocking with those of my brother and sister in the chimney corner the night before Christmas, and that 'Santa Claus,' a very good sort of sprite, who rode about in the air upon a broomstick (an odd kind of horse I think) would come down the chimney in the night, and fill our stockings if we had been good children, with dough-nuts, sugar plums and all sorts of nice things; but if we had been naughty we found in the stocking only a rotten potato, a letter and a rod. I got the rotten potato once, had the letter read to me, and was very glad that the rod put into the stocking was too short to be used."
…
"I determined one night to sit up until morning that I might get a sight at [Santa Claus] when he came down the chimney. …I got a little cricket and sat down by the fireplace looking sharp up into the chimney, and there I sat for about an hour later than my usual bed time, I suppose, when I fell asleep and was carried off to bed before I knew anything about it. So I have never seen him, and don't know what kind of a looking fellow he was."(*)John adds that his brother Henry most often got the nice things, the candy...
(*) John Thoreau, Jr., Letter to George Sewall, Dec. 31, 1839. Quoted in Walter Harding, The Days of Henry Thoreau (Princeton, 1992).
Other Historical Sources for "A Thoreau Christmas"...