I recently provided the following to a similar question:

In Northern Europe, the Yule season traditionally had some of the same eerie qualities that are now strictly associated with Halloween. Yule - the time when the sun seemed about to die and then was reborn - was a time when the passageway to the supernatural seemed to open. Many maintained the belief that dead relatives returned at night to warm themselves by the fire, and so it was best to remain in bed and not to rise up and encounter them.

Because the veil separating this world and the supernatural one was thin, Yule was a time when it was possible to use various magical practices to divine the future - including the name/face of a future spouse. Legends about people engaging in these magical practices often end horribly since spirits punish them for prying into the supernatural.

This eerie nature of the Yule period appears to have been entwined in tradition before conversion to Christianity - although it is important to point out that next to nothing is known of pre-conversion traditions, so this can only be surmised.

Regardless of the age of the tradition, the "spooky" nature of the holiday was well established in Northern European tradition by the time Charles Dickens wrote his famed "A Christmas Carol" (1843). That famous book secured the idea of ghosts being associated with Christmas, and although it seems incongruous for anyone not raised in the traditional practices of Northern Europe, the idea of ghosts and Christmas is secure because of the book by Dickens and especially because of the numerous manifestations of the story in various media.

In addition, /u/AncientHistory provided a link to one of his answers to a similar question that he had previously answered.