NOTE: All events from Code Geass described below are from the TV series, not the movie complimation canon.
Now, it's no surprise Christians celebrate the birth of Christ, Jesus, the Son of God, every Christmas. It's even in the name, "Christ's Mass", the very day is a celebration devoted to Him.
However, for those who are not Christian, let me give you a fictional example of why sometimes you just need to put faith in someone and follow them despite the fear of death.
The anime Code Geass, which featured an alternative universe where Japan was under the tyrannical heel of Britannian domination. The Japanese in that universe were treated as second-class citizens, their land renamed "Area 11", their resources selfishly hoarded by their oppressors, and they were even branded "Elevens" instead of being allowed to be proud of their own culture.
Sure, they wanted to rebel, but most of their rebel factions were scattered, poorly led, and their Brittanian overlords had Knightmare Frames (KMF), basically robots, that had ensured their conquest and now continued to ensure their domination of Japan.
Enter Lelouch vi Britannia, an exiled prince, and son of Britannia's leader Charles vi Britannia. Due to resenting his father for both exiling him and refusing to clarify why his mom got murdered one day, he had been quietly planning how to overthrow his father's tyranny and make a better world for his sister, who had been exiled alongside him. He wasn't blind to how the Japanese (as Japan had been where he was exiled) were being oppressed either, and after gaining the titular Geass (his being the ability to command anyone to do what he said like a king), he decided he was going to be the liberator the Japanese needed. However, both to conceal his identity (especially from his relatives) and because he knew the Japanese would not be entirely comfortable taking orders from a Britannian, he disguised himself as "Zero", a masked man who proceeded to work miracles for the budding resistance, freeing key figures from being executed, managing to humiliate key officers overseeing Japan's occupation, and helping the ragtag resistance become the Order of the Black Knights, who were now in open rebellion against their oppressors.
Using his wits and Geass, Lelouch had (under his guise as Zero) become the messiah to those who had been oppressed, and he had become enough of a threat despite the limited resources he and his growing army had that Britannia decided enough was enough.
So Lelouch's elder half-sister, Cornelia li Britannia, was sent to put down the Black Knights. Cornelia was put in charge of Area 11 because she was an effective general in her own right and Lelouch knew she'd be a dangerous foe.
By the time it came time to face her, he and his comparatively tiny force were on a mountainside overlooking the region of Narita, and approaching them was Cornelia's elite KMF forces. He had a plan, but his forces started panicking, and one of them, Tamaki, was about ready to flee.
Lelouch (as Zero) then showed why he was a true leader. Making a move as if to draw his pistol to shoot Tamaki, he instead presented it to the man, telling him,
"Even since you decided to follow me, you have two choices. To live with me, or die with me."
Tamaki wavered as Lelouch waited for him to grab the gun and try to save himself, then he and the others decided to trust Lelouch had a plan.
Their faith was rewarded. Sure enough, the Battle of Narita was a victory for the Black Knights, who despite overwhelming odds delivered a humiliating bloody nose to the Britannians.
Now, the lesson of that fictional example should be obvious: Sometimes to you need to put faith in someone, and you need to be willing to live or die by the faith you put in them.
However, in the fictional example, the leader the Black Knights put their faith was a mortal man, a fact both they and he well knew, but he was the only one who held salvation for them all in their hands, and they trusted him to deliver and he did.
Now, Christians serve a real example of a Messiah, one who is even more impressive who also offered humanity a chance to be saved if they follow him.
For those who read the Gospels of the New Testament, Jesus offered his disciples and humanity in general his own promise of delivery from the oppressions of this existence:
Now, unlike the fictional example I gave, Jesus never took a single life. If anything, Jesus was a man of peace in his mortal form, yet he too was set upon by enemies who desired his life be taken, and he was put on a cross by the Romans for, ironically, being the King of the Jews (which was actually true), yet instead of being willing to trust him to the point of death, they gave him up to die.
Sure enough, he died on that cross, remained in a tomb for three days, then proceeded to prove why his promise in the name of God was worth everything by raising Himself from the dead, appearing before those who had thought him slain, proving to them all why even death itself was powerless before Him. He then ascended to Heaven, leaving all who took up the cause of Christ (the name Christian comes from this) the promise death is nothing to fear, as those willing to live and die to this world in His name shall not perish, but they shall join him in living eternal in a world free from oppression and pain forever.
Every December 25th, we celebrate when God, via Mary, had his Son be born in a manger in Bethelthem, so that He might deliver us all with the promise of eternal life. Every Christmas is a day when we celebrate when God brought not just the Jews, but all of humanity a reason to feel joy, knowing that no matter what this world does to bring us misery, His Son was born to ensure that ultimately, that misery will never be our eternal chains. Rather, we Christians celebrate the birth of Christ because it was the day the eternal chainbreaker was born to deliver the world, that nothing might stand against Him nor those willing to follow him.
If you are Christian, I rejoice with you this season where we honor that birth, where we give the birthday of God's Son the honor and joy it deserves. If you are not a believer, I urge you to put your faith in God and His Son Jesus, that you might rejoice with us in life eternal.
If you do not wish to, I pray you change your mind before you draw your last breath, because like Christ I too want you to be saved, and I urge you to have faith as I do. This Christmas, all Christians pay homage to the Risen Lord, and it is my solemn prayer that as Christ was born to save us all, that more will be reborn by putting their faith in Christ, and we all have even more rejoice this blessed Season.
