One important piece of advice: When you order the Tuba Christmas book, make sure that (a) you order it in the CORRECT CLEF for you, and (b) make sure that you order the ENLARGED version.
At this point I've managed to play each of the Tuba Christmas parts at one or another Tuba Christmas event: Euphonium 1, Euphonium 2, Tuba 1, and Tuba 2. Euph 1 can be challenging in terms of the high range. Euph 2 can be challenging because at times it plays peculiar rhythms, counter-melodies, or progressions. Tuba 2 is pretty straightforward (as a contra-bass tuba part). Tuba 1 may be, overall, the most challenging because it often plays "against" the others and has a number of pretty weird arpeggios and sequences where the intervals from one note to another are (for lack of a better word) "strange". You really have to use your ear(s) and "hear" what note you're supposed to play before you play it -- while everyone else is playing something else.
Keep in mind that in a fairly large 4-part ensemble (and in my experiences the groups tend to range between about 25 to over 100), you don't have to play every note or every run since your part will be covered by a number of others. So you can play what you can and just not play what you can't (which is much better than playing it poorly or incorrectly).
Gary Merrill
Wessex EEb Bass tuba (DW 3XL or 2XL)
Mack Brass Compensating Euph (DE N106, Euph J, J9 euph)
Amati Oval Euph (DE 104, Euph J, J6 euph)
1924 Buescher 3-valve Eb tuba (with std US receiver), Kelly 25
Schiller American Heritage 7B clone bass trombone (DE LB K/K10/112/14 Lexan, Brass Ark MV50R)
1947 Olds "Standard" trombone (Olds #3)