I've had similar thoughts from time-to-time and so have other people over the years, so I figured I'd share what I know.
There are really three questions Roger is asking. The first is, why do we celebrate his birth? This is a good question. Early Christians didn't celebrate his birth, they celebrated his resurrection from the dead. Certainly the early Jews did not celebrate birthdays (and their lunisolar calendar makes it difficult to do so anyway with leap months and all). The early Christians didn't celebrate the birth dates of saints, preferring instead their death dates, so since virtually no one was celebrating birthdays, it makes sense that the calendar date of Jesus' birth wasn't recorded. We do know from the Bible that he probably wasn't born December 25. It's recorded that shepherds were keeping watch over their sheep at night, which in Israel it's too cold to do most Decembers. Using other markers like the birth of John the Baptist, the Roman census, etc., it's probably safe to assume that Jesus was born during the months of August to September. So why December 25? Well, the pagans had their feast day of Saturnalia that day and the Roman Catholic church wanted to put a stop to it, so they kind of party crashed Saturnalia and in the year 440 proclaimed the birth of Jesus to be the same day. Many dissenting Christians (e.g., Protestants including Puritans) resented all the trappings and excesses, so they tended to shun the holiday. In fact in parts of Colonial America it was against the law to celebrate the day as it had been earlier in Cromwell's England. George Washington knew that the Hessian soldiers would most likely be drunk on Christmas, so he chose that day for a surprise attack (and to most American soldiers it was just another day). Christmas got a big boost from Dicken's Christmas Carol and along with immigration from Europe, Americans began celebrating Christmas in larger numbers during the 1850s. The answer to why we celebrate his birth and why we do it the way we do is probably just tradition of a modern origin.
Roger's second question (which was really combined with the first), which I'll paraphrase, was, why is nothing said of Jesus between the time he was born and the time he was an adult? Actually, there are a couple of little snapshots of his life growing up if you look closely. We know his family was from the town of Nazareth (in Northern Israel). Joseph and Mary had to travel to Bethlehem (closer to Jerusalem) for a Roman census and when they got there Mary gave birth to Jesus.
Sometime before age two, the Magi (or wise men) from the East came to visit Jesus. We know that it wasn't the night he was born since he was born in a manger (where the shepherds visited) and the Bible records that by the time the Magi visited Jesus, the family had moved from the manger to a house.
(More likely where the Magi were when Jesus was born)
(Less likely where the Magi were)
The word used to describe Jesus in Greek is "daidion" which is a young child and not a baby, which would have been the word, "brephos," so there was definitely a time lapse involved. King Herod had earlier inquired from the Magi when they first started following the star and when he realized that they had departed the country without returning to him, he ordered the killing of all the young boys aged two and under in the town of Bethlehem, so we can assume that Herod believed that Jesus would have been two or younger.
(Herod was one crazy bad man)
Joseph had been warned by an angel that Herod was going to try and kill the baby, so the family fled ahead of the baby massacre to Egypt and the family lived there until Herod died.
Returning to Israel (when Jesus was a young child) after Herod's death, Joseph learned that Herod's son was ruling in his father's place, so the family settled away from Jerusalem back in Nazareth where they thought they would be more safe.
Jesus lived a pretty normal life in Nazareth, the son of a carpenter, probably learning the carpentry trade.
At age 12, there is an account of his family taking a trip to Jerusalem. When it was time to go home, Joseph and Mary assumed he was traveling back with extended family, but when they couldn't find him among them, they returned somewhat panicked to Jerusalem and found him three days later in the Jewish Temple discussing theology with the elders.
There is a period of time in Jesus' life, from age 12 to age 30, so 18 years time, sometimes called the "lost years" or "missing years." Most people don't realize that apart from his birth, almost everything Jesus is known for occurred between age 30 and 33. The Bible doesn't tell us what Jesus was doing between age 12 and age 30, but we can assume that they were pretty ordinary considering that after Jesus had started his ministry (between 30 and 33) he returned to Nazareth where the people were wondering where the local boy they knew had acquired the ability to perform miracles and teach so well.
They said, "Isn't this the carpenter's son? Isn't his mother Mary, and his brothers James, Joseph, Simon, and Judas? And aren't all his sisters with us? Where did he get all these things?" Their reaction leads to a few natural assumptions on my part. First of all, it appears from several places that Joseph, the father, was dead by the time Jesus was 30 and before he died, Joseph and Mary had other children (at least four other boys and at a minimum of two girls), Jesus being the firstborn of Mary. Since he had spent the greater portion of his youth until age 30 just hanging out in Nazareth, he was known to many as Jesus the Nazarene.
Roger's last question, "Or did I miss something along the way?" is a pretty natural one. Because Jesus is such an important figure in world history, it's pretty normal for people to want to have more information on his life. There were four major books in the Bible written about Jesus' life (Matthew, Mark, Luke, John). Within a few hundred years, there were several fictional accounts written about Jesus by a group called the Gnostics. Christianity has from its earliest day been open to everyone, but the Gnostics were into hidden knowledge or secret learning and creating some pretty wild stories about Jesus doing miracles as a kid fit their belief system better than the generally known account of Jesus.
Sometime in the future I'll have to talk about miracles, because that seems to be a big deal for some people, but miracles in the Bible seem to happen mostly around the times that new teaching is being revealed and then they seem to be less common at other times. It seems as though Jesus may have performed no miracles for the first 30 years of his life and then performed many miracles in the three years he was actively teaching.
Love the questions in the postings on the blogs. I try to read everything and will respond as I have time. I really wish there were a better way to discuss ideas amongst posters on this blog. As a teacher I really enjoy the teaching learning process. I hope open and interesting thoughts keep coming. Thanks, Roger.