As a Protestant, tell him/her if he/she feels bad about practicing or celebrating the birth of Jesus the Christ, then don't celebrate.
When Easter comes around, tell him/her not to celebrate the resurrection of our Lord and Savior Jesus the Christ.
When Thanksgiving comes about, tell him/her not to give thanks for anything when the holiday (holy day) comes around. Plain and simple.
If he/she goes off on a tangent, just remind him/her that this is clearly bothering her/him, and since these holidays are not in the Bible, and you want to be a biblically accurate Christian, then leave all of the holidays out.
Peeps like this get on my nerves. Everything is pagan or ungodly in their eyes. I can't even give thanks to the birth of our Lord and Savior without it being ok'd in the Bible.
Plus, a lot of the false answers that is given should rather be answered unknown: "for although perfectly possible that she rode upon a donkey, the Bible says nothing about how Mary entered Bethlehem and there are various other possibilities. The Bible only says that she came with Joseph."
"There is no mention of either the apostles or the early Christians celebrating the birth of Jesus. There is no trace of Christmas until it was first mentioned by the Roman Church in 336 A.D."
Just because its not mentioned in the Bible, then its false.