Accoding to wiki (because I don't really remember anyone explaining it to school, in depth), there are two possible explanations:
It's in plural because other ancient greek and roman celebrations devoted to the ancient Gods were of plural form. For example, Κρόνια, Σατουρνάλια, Διονύσια (coming from Kronus or Saturn and Dionysus). The
It's in plural because of another ancient kind of celebration, a Jewish one, called Purim, also in plural.
(that was around 5 B.C.)
And no, there are other celebrations that are in plural, like τα Θεοφάνια (the Epiphany, celebrated on January 6th.). Also, there are certain place names that are in plural form, like τα Τρίκαλα. ^.^
BUT be careful. Το Πάσχα (Easter), not τα Πάσχα.
What I know about it (but you can never be sure about those things): Χριστούγεννα comes from Χριστού γέννα=Christ's birth and the words got joined. Then, abusively, because the new noun looks like a plural neuter noun, it got that way. The same thing happened with Τα Θεοφάνια (with ει being wrong actually, but most people write it that way). It was Η Θεοφάνεια (Apollo's festive in Ancient Greece) (feminine ending) and became Θεοφάνια which looks like neuter plural so Τα Θεοφάνια. Those changes were also "influenced" by the fact that Ancient Greek celebrations where in plural. That was the case because it was like Τα Κρόνια μυστήρια, Τα Διονύσια μυστήρια, Τα ορφικά μυστήρια etc etc, with Μυστήρια ommited, ultimately.
About the cities: Ancient cities where not like modern cities; they where a "coallition" of small, neighbouring settlements that all together formed a city. That's how plural in cities' names got established.
Thank you very much Troll, that's really interesting and good to know. I find it much easier to remember rules and facts if I know the logic behind them, rather than just accepting them 'because that's the way it is'. Although having said that, there are lots and lots of rules I've come across in Greek where there does not seem to be any logical explanation at all ;-)