Neo totally barely 'gets' the idea of Christmas as a gift giving celebration. She'd probably pick up a small ornament fashioned to look like antlers for members of the RWBY cast (yes, Qrow, she'd send one because she's stubborn), and for Helena, Anna and Ahiru (the latter as an apology).

She's not actively out celebrating, though, cause ya know. Recovery. From being dumb and almost freezing to death while crystallized.