Well, you've got a flaming, haven't you OP? 
Yes, I do feel cheated. I got a video from my friend yesterday and it was a gorgeous video but it hurt my heart a little to see her, her mum and dad, sister and her sisters partner, all laughing and smiling and fussing her DS (he is one next month - we grew up together.) It made me very starkly aware what my children don't have, and what I don't have, and what my husband doesn't have.
My parents were in all honesty not great. Very religious and strict in an overbearing, you-must-be-perfect, children-should-be-seen-and-not-heard way. My mother wanted a clever child and used to force me to learn maths, writing, languages, years before I was ready. Also, I was not a clever child. I still hold my pen incorrectly due to being forced to learn to write at too young an age. She was also an alcoholic, and both parents smacked me a lot, put me down a lot, criticised me constantly and lectured me all the time about what a terrible person I was.
I didn't miss my mum when she died, but I did miss something I can't quite explain. My dad - complicated, I do miss him. Even though we'd had a difficult relationship for a bit. I was 15 when my mother died. Everyone mistook my indifference (I was sorry for her but felt no real sense of personal loss) as exceptional maturity and dignity and so my dad then pissed off on a round the world trip for several months. He then spent his time between our house, a home in France and a home with his partner: over time the time spent with his partner became more and more. He died when I was late twenties.
But, it comes to you in a thousand ways. I'm saying the above as I do know what it's like to have shitty parents and I know what it's like to have dead parents.
It's the incredulous 'you don't have ANYONE to help?' from the HV.
It's the casual 'spending Christmas with your family?' from shop assistants, acquaintances, colleagues.
It's questions I can't answer - someone asked me at the doctor something about a health condition and it is not important and it doesn't matter but I will never know. I don't know what time I was born or anything. I've not explained that one well, I'm sorry!
What I do feel very strongly, and have since my mum died, is a sense of being different. Like that first Christmas when she died, I was on my own as my dad was still abroad and when I went back to school that January I realised how different my holiday was to everybody else's. I sometimes feel I've no comparison points at all. I'll feel it again in the future, as sadly some of my friends will start to have to deal with elderly parents and wills and stuff and I won't.
I don't know how to explain. I'm not bothered by people moaning about ILs or anything. I just wish I could identify more with others and didn't feel so isolated.
I hope you have a good Christmas, op. There are some of us out there and for all harsh words from other people, the truth is that people won't really understand.