First you need to have goddess slice so you need to have at-least 1 point in passion. You need either Mary's or Evelynn's stories completed (completing Haru's story requires goddess slice). After you have goddess slice you need to explore the Valencia forest with Mary (so you have to progress far enough that she agrees to go exploring with you). After entering the forest you go south through some vines to a portal that only opens with Mary present. You go through this portal you arrive at the north pole (!?) outside of Santa's workshop. Look around and you'll find the charm that allows you to create the Christmas outfit for Mary. You can also examine one of the light poles to get a kissing scene with Mary.