Jehovah's Witnesses believe that celebrating the new year is a custom based on pagan traditions. Therefore they don't celebrate New Year's Eve and New Year's Day.
Jehovah's Witnesses believe that Julius Caesar, a Roman ruler founded the holiday on Jan 1 in the year 46 B.C. The holiday was in celebration of the God Janus, who was the God of gates, doors, and beginnings. Janus had two faces, - one looking forward and one looking back.