The twelve days of Christmas are the days between Christmas and Epiphany. It begins on the 26th and lasts for the next twelve days - ending on January 6. Traditionally the celebration would begin the evening before - so the twelfth day would actually be celebrated on the 5th.
Last year I celebrated the 12 days of Christmas for my husband. Each day he had a special gift waiting for him! The way I did it last year was to give him 1 present on the first day, a set of 2 presents on the second day, a set of 3 presents on the third day, etc. So, by the twelfth day he received 12 gifts. These were small things. Some of the things I used were different kinds of candies, golf balls, a set of ornaments . . . you get the idea.
On the outside of each package I had a tag that said, "on the ______ day of Christmas my true love gave to me . . . ". Then on the inside of the package I made an ending that fit with whatever was inside. For example: For the first day I wrote a love note and then placed it in a corked bottle. So my tag read "a note that came across the sea." You get a chance to use your creativity here!!
Other ways I've seen it celebrated is to give a gift relating to the song, "The Twelve Days of Christmas". So for the 2 turtle doves you could give either turtles or dove chocolates.
You could just give a small gift each day, as well.
I'm not planning on celebrating this year, but I had a lot of fun coming up with the gifts last year. I'll probably do it again sometime in the future - but I'll let some time pass to keep the element of surprise!!