JGnat gave some great tips with the JW child. Most "hardcore" JW's will say "no way" to anything remotely associated with holidays, even substitutions, but it sure wouldn't hurt to try. At the very least, you can always give his child little gifts and take her on outings throughout the year (it also help the child to not feel uncomfortable-especially if she is being raised to not celebrate any holidays-the JW religion is very strict). When I was a 5 my parents started studying with the witnesses, as they became more and more engrossed in their studies the "rules" had started to change. I can recall in Kindergarden celebrating my birthday with the class and going to halloween parties, etc-my family also had a huge x-mas tree with the works. The following year the HUGE x-mas tree was reduced to a small table-top one, no lights were hung on our windows, we decorated bananas instead of pumpkins for halloween, and we started celebrating our birthdays the day after. The year after that-no more holidays. Did I miss it - yes, did I feel bad when the kids in school got to attend the classroom x-mas party and I was sent into another classroom because I couldn't participate-yes. It sucked, but that was the "rules of the religion". I know I'm getting off the topic here-but I just want you to understand how it is (although I'm sure your boyfriend told you a lot about it).
This is a tough situation but if you really love this guy and he really loves you it will work. His family doesn't have to love you - remember you are dating him, not his family- like the old saying "you can choose your spouse but you can't choose your in-laws". Mine are just "wonderful" ~sarcastic~. Nevertheless, it will work out for the best in the end. There are lots of things you can do with his child that both of you will enjoy-celebrating holidays-although wonderful for you may not be so wonderful for the child - it's best to find out the dos and don'ts first. I wish you lots of luck and happiness. I know everything will work out.