It's not clear exactly when, where, or why church music director James Lord Pierpont wrote the ode to one-horse open sleighs, but most people agree that he first trotted it out for a Thanksgiving gathering. It might have been in his hometown of Medford, Massachusetts, famous for its sleigh races, or it could have been Savannah, Georgia, where Pierpont experienced his first snowless year, but that could very well be the reason for its association with Christmas. It gets snowy way before winter in Massachusetts, people. When the song was first publicly performed, it was in Boston in September.
It could also be that the song was such a hit at Thanksgiving that it was repurposed for a Christmas service, but some people question that story because the song's complete original lyrics -- which included several more verses than the one we all sing now -- were pretty raunchy. It's possible some lyrics were changed or omitted for the Christmas performance, though, which is why we're not all spending the most wonderful time of the year singing about picking up chicks and impressing them with drunken drag racing. Jesus never lets us have any fun.