We pick up the story when, after leading the Israelites to Mount Sinai, God calls Moses up the mount to receive instructions and the Ten Commandments engraved in stone. The children of Israel must wait at the foot of the mountain for Moses to return. As time passes without the appearance of Moses, the Israelites grow a little restless . . .
"When the people saw that Moses was so long in coming down from the mountain, they gathered around Aaron and said, 'Come, make us gods who will go before us. As for this fellow Moses who brought us up out of Egypt, we don’t know what has happened to him.'
"Aaron answered them, 'Take off the gold earrings that your wives, your sons and your daughters are wearing, and bring them to me.' . . . He took what they handed him and made it into an idol cast in the shape of a calf, fashioning it with a tool. Then they said, 'These are your gods, O Israel, who brought you up out of Egypt.' When Aaron saw this, he built an altar in front of the calf and announced, 'Tomorrow there will be a festival to the LORD.' . . .
"Then the LORD said to Moses, 'Go down, because your people, whom you brought up out of Egypt, have become corrupt. They have been quick to turn away from what I commanded them and have made themselves an idol cast in the shape of a calf. . . . Now leave me alone so that my anger may burn against them and that I may destroy them. Then I will make you into a great nation.' ” (Exodus 32:1-2, 4-5, 7-8, 10, NKJV)
Notice that God didn't accept the worship of the Golden Calf as worship directed to Him despite Aaron proclaiming a "festival to the Lord" (verse 5) would occur the next day. God's anger was kindled toward the Israelites for introducing pagan practices into their worship of Him. God was ready to DESTROY the Israelites, the very people He recently freed from Egypt, for such disobedience until Moses intervened (Exodus 32:11-14).
Customs used to worship false gods that are transferred to the true God are unacceptable since Scripture says God never compromises with paganism. For example, notice what the Apostle Paul says in 1Corinthians:
"Do I mean then that a sacrifice offered to an idol is anything, or that an idol is anything? No, but the sacrifices of pagans are offered to DEMONS, not to God, and I do not want you to be participants with demons.
"You CANNOT drink the cup of the Lord AND THE CUP OF DEMONS TOO; you cannot have a part in both the Lord’s table and the table of demons. Are we trying to arouse the Lord’s jealousy? Are we stronger than he?" (1Corinthians 10:19-22, NKJV)
Notice that "jealousy" concerns the demand for exclusive devotion, just as a wife would (or should) demand from her husband sexually. (See 2 Corinthians 6:14-18 for more about Christians not compromising with paganism, that they should have no part with it).
What the pagans practiced did not honor the true God, regardless of how much sincerity or faith they had. The same goes for the customs used in Easter and Christmas. And, does anybody REALLY believe when kids dress up as demons, ghosts, monsters, etc., and then go around extorting neighbors with the threatening words "Trick or treat," meaning, "I won't soap your windows or turn over your trash cans if you bribe me" (that's the historical origin of the phrase), that these Halloween customs somehow WORSHIP God?
The case against Halloween is even more clear than the case against Easter and Christmas. Halloween is a holiday that honors the "god of this world" (2 Corinthians 4:3-4 ), who is Satan the Devil!
God tells us not to adopt the practices and lies of false religions:
"This is what the LORD says: 'DO NOT learn the ways of the nations or be terrified by signs in the sky, though the nations are terrified by them. FOR THE CUSTOMS OF THE PEOPLES ARE WORTHLESS; . . .' " (Jeremiah 10:2-3, NKJV).
We shouldn't be learning how the pagans of the past worshiped their gods in order to do the same today. What's most curious is right after these scriptures that warn against false worship comes a description of a tree being trimmed by a "cutting tool," decorated with silver and gold, and fastened down with nails that sounds all too much like a Christmas tree! (See Jeremiah 10:3-4).
How did PAGAN CUSTOMS come into the CHRISTIAN church? They primarily entered through the Catholic Church. From the late Roman Empire forward the church decided to either ignore such customs creeping into the church or just adopt them wholesale so that they (the church) could be more appealing to a wider audience. Hence, there's no record of celebrating Christmas before the fourth century A.D., some three centuries after the time of Christ. What was happening around December 25th each year back then? Well, we had the Saturnalia (a celebration much like Christmas, although also comparable to the Mardi Gras, Carnival, and other festivals of Misrule). We also had the story of the god of light, Mithras, being born from a rock on . . . December 25th!
The pagan festivals celebrated around the time of the winter Solstice, when the days stopped getting shorter and started getting longer, has a lot more to do with Christmas than the birth of Jesus, which historically most likely occurred early in the fall, not late in December. The Catholic Church began to paganize itself when it chose to compromise with paganism (especially after the fourth century A.D. when the Edict of Milan given by then Emperor Constantine openly endorsed Christianity as a religion).
Lastly, your question stated that you feel Romans 14 teaches we have the freedom to worship God as we pleased. This chapter of the Bible concerns, at least indirectly, the customary fast days (Mondays and Thursdays) the Jews had traditionally observed. The MAIN issue discussed in Romans 14 revolves around disputes about vegetarianism versus meat eating and is not directly related to paganism. Some of the early Christians had adopted a similar practice in which Wednesdays were considered a day to fast upon (as recorded in the early Christian writing known as the Didache). Some of those who adopted this custom wanted to also impose it on other days for other Christians. Romans 14:6 has nothing to do with authorizing compromises with paganism when this text is consider in context. Thank you for your question about what does the Bible say about Christmas.