I heard of something called the Octave of Christmas. What does that mean? Pierre

Pierre,

     Simply put, the Octave of Christmas is a way of continuing the celebration of Christmas so that we can better understand the Incarnation of Jesus. 
     Unpacking what that means will take a little more time.  Here's how I understand it:  Sometimes an event is so significant that it is impossible to take that event in all at one time.  An example might be visiting the Grand Canyon, or the Basilica of St. Peter - or even reading the Bible.  There is so much to take in, that it is virtually impossible to comprehend it all in one viewing, or in one visit.   So, we return to it - again and again in order to soak in all that it has to offer.   That's the way it is with the mystery of the Incarnation (God becoming Man).  It's so huge that we need more time to ponder the mysterious ways of God in all that this entails.
     At one time there were as many as 15 'octaves' on the Catholic Liturgical Calendar.   However, in 1969, all were removed except for Christmas and Easter.  The Octave of Christmas starts on Christmas Day and extends for seven more days through January 1st.  That makes eight days - and the word octave means eight.  Each one of the days reflects back on the Nativity and the impact of that Birth.The liturgies on those days honor someone who loved Jesus without question.  
Dec 25th is the Nativity itself.
Dec 26th remembers St. Stephen who was the first martyr who died because he believed that Christ, whom we celebrate on the Nativity, was truly God.
Dec 27th is St. John the Evangelist who was the only Apostle at the Crucifixion.
Dec 28th is dedicated to the Holy Innocents.  Those are the baby boys under the age of two who were killed by King Herod because he was afraid that the new 'King' whom the Jews were awaiting, and was sought by the Magi, was among them.   
This year (2014) the feast of the Holy Family is celebrated on the 28th the because this Feast is to fall on the first Sunday after Christmas and it pre-empts all the other feasts celebrated during the octave - except the solemnity of the Blessed Mother.  When Her Solemnity falls on that 1st Sunday after Christmas, then the feast of the Holy Family is moved to the 30th of December.
Dec 29th is St. Thomas Becket.  He was Martyred because he defended the Church from being taken over and run by King Henry II.
Dec 30th Feast of the Holy Family of Jesus, Mary, and Joseph.  We are to emulate their love and faith in God.  Because we celebrate this day on the 28th this year, the 30th will just be called the 6th day in the Octave of the Nativity of the Lord.
Dec 31st the life of Saint Pope Sylvester I.  He supported the Council of Nicea in 325AD where the Church proclaimed Jesus and both human and divine, and as consubstantial (of the same substance) with God the Father. 
Jan 1st ends the Octave with the Solemnity of Mary, Mother of God.  The Gospel reading of the day focuses on her obedience to the law and the circumcision and naming of Jesus on the 8th day after His birth.  It is a Holy Day of Obligation on which we honor Mary's role in salvation history. 

Hope this helps!
(from Our Sunday Visitor (OSV) December 28, 2014  "The Christmas octave:  Continuing the celebration."  D.D. Emmons.  P6 & 7)