I suspect many people feel as you do, even if they don't express it. But of course it shouldn't be this way, because Christmas ought to be a time of joy, thankfulness and peace.
How can you avoid what some have called "the Christmas blues"? The first step is obvious (even if it's difficult): Get control of your budget. It may be too late this year to do much about it, but the key is to decide in advance what you ought to spend and to whom you will give -- and then stick to your plan. Don't buy gifts you can't afford, and don't be tempted by something just because it's on sale.
Do you remember those who came to worship Jesus after He was born? The wealthy wise men brought expensive gifts --gold, frankincense, and myrrh (see Matthew 2:9-12). The poor shepherds, on the other hand, only brought themselves and their praises (see Luke 2:13-20). The principle is clear: Each brought what they could afford --no more, no less.
The most important thing you can do, however, is to make Christ the center of your Christmas --and your life. After all, why celebrate Christmas? For one reason -- because Jesus Christ came from heaven to save us from our sins. By a simple prayer of faith open your heart and life to Him. The Bible says, "This is how God showed his love among us: He sent his one and only Son into the world that we might live through him" (1 John 4:9).