Ever since I became an Anglican and was made aware of the Church calendar, I have always found the three days after Christmas unique (to put it mildly). For a while I found it odd; then very curious; and now startling. As a Catholic, I see this even more clearly than before, but the point was always the same. Right after celebrating the birth of Christ, we are given: martyrdom (St Stephen, December 26th), then the only Apostle (likely) not martyred (St John, December 27th), and then the murder of the baby boys by Herod (Holy Innocents, December 28th). Our sentimentality would expect the feast days to be something more ordinary and (comparitively) pleasant.
Now I see it most profoundly, though. Here is the pattern that strikes me each year on these days. First, we celebrate the joyous birth of Christ, and all the happy things that go along with this. Second, we are reminded that those who follow Jesus may very well end up losing their lives for their faith. Third, we are told that sometimes Jesus chooses to let us live a long life and be used by God in ways we rarely expect. Fourth, we are given the sad testimony that since the world hates God, it will go after everyone and everything that gets in its way of self-gratification.
In other words, what was it that Jesus birth brings to us? We rarely know the specifics. It may be martyrdom; it may be a long life of productivity; it may be an apparently meaningless death. Whatever He chooses for us, we can know that Christ came to save, and nothing that we experience in this life can stop that as long as we stay true to Him and do not lose faith.