When I was recently in the US, I was asked if it was true that we put a pickle/cucumber in our Christmas tree for the kids to search for.
The answer was: No, and hardly anyone in Germany has ever heard about that custom.
The truth is that some people from the US do this believing it to be a German tradition. Believe me, it is not.
Here is a report on the origin (seems to be a clever Marketing idea):
http://german.about.com/library/blgermyth11.htm
Since here are a lot of people just starting celebrating Christmas and having a tree: feel free to put a pickle in your tree but please: no connection to us folks in Germany.