Hi, lonelymom, and welcome to the board,
Briefly, Jehovah's Witnesses don't celebrate any holidays, as they believe they all have pagan origins. I am no longer a witness, so I don't remember all the details of each holiday, suffice it to say this includes Mother's Day, Father's Day, Thanksgiving, etc.
I know it's difficult, but until you learn more about your daughter's new religion, it would be a bad idea to try to disagree with her. Her new religion teaches that anyone who speaks against it is an agent of Satan (that may be hard to believe, but it's the absolute truth). I would recommend that, if you can, you try to spend time with her and your new grandchild that is not wrapped around a holiday. That might make it easier (although, her new religion also discourages her from associating with anyone outside of their faith).
This board may give you some solace, as it is filled with those who have been hurt by this religion, and people who share some of your experiences.
My complete sympathies with your situation.
Happyout