What a nice set of responses you've gotten so far. I felt good all over just reading them, and the moms who have answered have had such great suggestions.
I only want to share one tradition my family had, although your little one is too young to appreciate it yet, perhaps in a few years it will be something you want to do.
When my children were young we started doing a family Advent project each year. Each year, on Thanksgiving day, we would hold a family meeting and I would present some Advent project ideas. The children would choose which one they wanted to do a a family. My children's expectations as far as gifts go were modest indeed. They each got four modest gifts on Christmas day - one from each family member and one from "santa."
I wanted them to know that Christmas is not about a mountain of gifts under the tree but about celebrating the gifts we already have - the best of which is the love of God and the sending of baby Jesus - and about doing something to help show that love to someone else.
Over the years we did such things as taking underwear to a homeless men's mission (not an exciting gift but it's what the director told me was most needed), visiting a nursing home on Christmas morning to give candy and fruit to residents whose families had not picked them up for the holiday, adopting a child from the Angel Tree and getting that child both a coat and some toys - whatever we decided on that year.
When my children were in middle school and high school, their music teacher's husband was diagnosed with an aggressive cancer in September and died just after Thanksgiving. The family had two daughters in grade school, and my family had once lost a family member during the holiday season, so we understood how devastating that is. It was the kids who suggested that year's Advent project, and it was our most ambitious. We called it "The Twelve Days of Christmas" although it was in reverse because we used the 12 days leading up to Christmas. Each day we anonymously delivered a package containing a gift and a comforting scripture verse that related to it. (We had to recruit some helpful "elves" to show up and make some of the the deliveries, but others I just took to their house and put between the storm door and the door while all of them were at school. The school principal agreed to let me know if the music teacher was out sick or took a day off because I would not be able to take the gift to her house if she was at home.) As to gift/scripture combinations, one example was Matthew 10:29-31 and a bird feeder.
The Advent project was such an important and meaningful tradition for my family that when I divorced their father and we held a family conference about forming new traditions because of the changed status of our family, this is the only tradition from our past life that the children wanted to maintain. (Guess what? They were tired of going to my mother's house for Thanksgiving as well!)