There could be a variety of main characters. Maybe an old man who is spending Christmas alone for the first time after his wife passed away. Or it could be a young woman who has just moved to a new city and doesn't have any friends yet during Christmas. Another possibility is a family that has fallen on hard times and the parents are the main characters trying to keep the Christmas spirit alive for their children.
Since I don't know the exact 'blue christmas story', it's hard to say. But it could be a lonely person as the main character.
The main characters in the 'blue christmas story' might be those who are on the outskirts of the traditional Christmas celebration. It could be a group of migrant workers who are unable to go home for Christmas. They might be feeling blue because they miss their families. Or it could be a single mother struggling to make ends meet during Christmas, with her children being important secondary characters in the story as they experience the difficulties along with her.