It can be so hard to be in a completely different environment and away from your family, especially at such a family-centred time of year. What I found worked best during my first year in Ireland and then again when I was in the Dominican was setting my sights on planning -- I invited other people who were away from home to my place for a holiday celebration. It doesn't have to be a big affair, you could ask people to bring something, but what it will do is (1) give you something to look forward to and (2) give you a reason to decorate your home with more christmas-y things.
drachenmina suggested baking too, and I second that thought -- filling your place with scents of the holidays will make it feel much more festive.
Don't worry about what to get your family, though. They just want you to be enjoying yourself I'm sure!
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Don't worry about what to get your family, though. They just want you to be enjoying yourself I'm sure!