My DD is now almost 12. But we've done loads of fun stuff over the years.
Her advent calendar goes up by 1st December morning. It is a fabric panel with little pockets, so there has always been some choc figures to fill those (I buy nets in Aldi/M&S etc early on and keep those safely hidden, after the year that I had to buy a pack of 6 horrenduously expensive chocolate nutcracker figures on 20th December as DD had found and eaten the rest of the stash!).
Nowadays, she wants a Lego City calendar to go with that, but when she was smaller, I had things like free printable colouring sheets and activity sheets from the internet (mazes, decorations to make, word searches, simple maths puzzles etc) - lots of home schooling and other children's websites have various types of things that are seasonal, fun and free.
I sometimes made a few days of the month into "treasure hunt" days - when she could read a little, I would leave maybe 2-4 clues around the house, with the 1 in the calendar sending her to the next one etc, until the last 1 was where her choc or other treat was hidden. Only maybe 2/3 in any year, but she loved charging around the place to find things.
Some days I would also leave a note about what we were going to do that day - go on the Santa train, go do our Christmas shopping, learn to sing a song for Granny, make cookies for Creche, clean out the toys and give any that she didn't play with anymore to the charity shop for other boys and girls, ...etc. A mix of household type jobs, seasonal fun at home and different outings. Again, never all 24 days, but maybe 6-8 in the month. I have a long, looooong list of "tings to do in December" to pick from, gathered over years, and which I have shared on MN in the past. Things like gathering pine cones on wintery nature walks in the woods, and then decorating those on a rainy day......to giving biscuits to the firemen (local station very near the house) to say thank you for keeping us safe all year. (I know, some of these are really twee ideas!) A carpet picnic watching a Christmas movie is a great idea for a rainy day.
We also get out the Christmas books on 1st December. We've added to the collection over the years, and DD mostly reads them herself (or we've given some away by now), but we would start the bedtime stories with a Christmas one most of December. (Bedtime stories often took a while! And might involve a chapter of a longer book, or part of a chapter of a Harry Potter for years, but still, December meant starting with a Christmas story). We keep "Twas the Night Before Christmas" for the actual Christmas Eve story, as we have done since DD was almost 1 (26th December).
She always comes to the city for a "Christmas Shopping" trip with me one midweek afternoon. It's mostly to people-watch while drinking a hot chocolate in a café together, maybe get 1/2 things that she wants for others, and see the "Live Crib" at the Lord Mayor's house. We always go home on public transport (whether I generally use public transport or drive myself for work - it's been varied over the years, but this trip is sacrosanct!).
Apart from making cookies for crèche when she was smaller, DD also loves to make cookies for Santa on Christmas Eve. This is a "slice rounds off a log of dough" type recipe, and can be frozen, so if we have time and energy, we'll make them from scratch while doing other things in the kitchen - but if not, I always have a half an earlier batch frozen to slice and bake on the day.
DD gets new PJs on Christmas Eve, sometimes they are festive themed, others just nice new winter pjs - it's generally a good time of year to get new ones anyway. Our Christmas Eve box has new pjs for the whole family, Lush festive bath bombs for DD and I, the TTNBC book, DD's snowman hot water bottle (been in use all winter, but goes in as part of "Christmas Eve!), DD's plastic Santa plate and glass (Santa as in a Santa pattern on it, which has also been in use most of December, but needed for putting the cookies and carrot on to for Santa as well, and filling the glass with milk). Oh, and some naice hot choc (we get the lumps of chocolate on a stick to melt into hot milk) for after DD's bath. The hamper gets opened after the Christmas candle gets lit (an Irish tradition where the candle is lit by the youngest in the household, and put in the window to show that there is room in our Inn for any weary travelers in need), and DD heads up for a bath and pjs, coming back for hot chocolate and then snuggling into a warm cosy bed to hear TTNBC (and maybe one more story even now, if she is very excited!) and get a good sleep.
We have always tended to do lots of crafty and messy things at different times. One less messy one that she has done many years was giving her a shoebox filled with strips of different coloured papers, sellotape and a child-friendly scissors (having taught her how to use it!). We could work together, or she could take it out when I was busy, to slowly build up her paper chains to decorate the sitting room and hall - as it's a great one to pick up and put down in spare odd moments, staving off the "I'm bored" calls, and the shoebox protects the chain until it's a reasonable length.
That's just some of my ideas, I hope they help a little....