One of the best Biblical examples of what God thinks about humans borrowing and adapting false (pagan) practices and customs (for holidays like Christmas) for use toward worshipping Him is in Exodus 32. This example occurs after God uses Moses and Aaron to free the children of Israel from Egyptian slavery.
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 restless. When Aaron, the High Priest who is also Moses' brother, sees this he tells the people to bring him their jewelry so that he can melt it down and make them an IDOL (shaped like a calf) for them to worship. The people responded immediately when this was done - and so did God when he saw it!
and they (the people) said, "These are your gods, O Israel, who brought you up out of the land of Egypt!" When Aaron saw this, he built an altar before it; and Aaron made proclamation and said, "Tomorrow shall be a festival to the LORD."
The LORD said to Moses, "Go down at once! Your people, whom you brought up out of the land of Egypt, have acted perversely . . . Now let me alone, so that my wrath may burn hot against them and I may consume them" (Exodus 32:4-5, 7, 10, NRSV)
Notice that God didn't accept the worship of the Golden Calf as worship directed to Him despite Aaron proclaiming a festival to him (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 the Bible says God never compromises with paganism. This is exactly the point the apostle Paul was making in 1Corinthians 10:19-22.
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 think that when children dress as demons, evil spirits, ghosts, monsters, etc., then visit neighbors to extort them 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 honors the devil, the being who the Bible says is the "god" of the world today (2 Corinthians 4:3-4 )! God tells us not to adopt the practices and lies of false religions (Jeremiah 10:2-3). We shouldn't be learning how the pagans of the past worshiped their gods in order to do the same today.
How did pagan customs and holidays come into the CHRISTIAN church? They primarily entered through the Catholic Church's efforts to adopt then "Christianize" certain pagan holidays so that they could attract more people in their pews on Sunday. The Catholics began to paganize themselves especially after the fourth century A.D. when the Edict of Milan openly endorsed Christianity as a religion. The truth is, the pagan festivals celebrated around the time of the winter Solstice have ALOT more to do with Christmas than the birth of Jesus (which occurred early in the fall).
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. This chapter has nothing to do with authorizing compromises with paganism. Thank you for your question about what the Bible says about Christmas.