Christmas is also sometimes known as Xmas. Some people don't think it's correct to call Christmas 'Xmas' as that takes the 'Christ' (Jesus) out of Christmas. (As Christmas comes from Christ-Mass, the Church service that celebrated the birth of Jesus.)
But that is not quite right! In the Greek language and alphabet, the letter that looks like an X is the Greek letter chi / Χ (pronounced 'kye' - it rhymes with 'eye') which is the first letter of the Greek word for Christ, Christos.
The early church used the first two letters of Christos in the Greek alphabet 'chi' and 'rho' to create a monogram (symbol) to represent the name of Jesus. This looks like an X with a small p on the top: ☧