It's not for nothing that the phrase "curiosity killed the cat" has stuck around for so long. Inquisitive, independent, sometimes timid, and small... it's a dangerous combination, especially around the holidays. Cats are also more fragile than dogs - you probably know that chocolate is toxic to both species, but in view of most cats' smaller size, a lot less chocolate can have fatal effect. Cats are also more easily disrupted by changes in routine, new guests, and even moving furniture to accomodate holiday decorations or a tree. Not only that, but cats are easily startled and frightened (did you ever hear of the fire department being called to rescue a dog afraid to come down from a tree?).
If you have a live Christmas tree, make sure it is well-watered so that the pine leaves do not dry out and fall. These sharp leaves can puncture the internal organs if ingested and they are also poisonous. Avoid placing the tree close to furniture and shelves so that it is less accessible to your cat, and consider anchoring it to a wall so that it does not topple over should your cat decide to explore it closely.
Loose and detachable decorative items are also a danger. Confetti, tinsel, ribbons, wraps, and other such decorative stuff should be securely anchored to the Christmas tree, preferably at the top. Electric wiring is a hazard; keep lights on only when attended. Apply a cat repellant to prevent your curious feline from getting too close to the lights. Check decorative stuff for their potential toxicity if ingested by your cat. For example, artificial snow is toxic, just don't use it.
Have you heard that poinsettias are toxic to cats? Check out that myth and see a list of the five things that present more of a danger to your cat here at The Conscious Cat