My family will also be on the Zaandam Christmas cruise. My brother who is 15 will be cruising with us. This is my first cruise as well and I am really excited so I have read alot of articles about what to expect. I recieved this from a recent email.
"Holland America Line's on-board festivities for the entire family include holiday decorations, special movie showings, traditional dinner selections, religious services, a visit for the kids from Santa -- sometimes arriving by parasail -- activities and crafts for the Club HAL kids program, and a Christmas show by the crew on Christmas Eve."
I also read somewhere that there will be eggnog, hot chocolate and a small present left in our rooms on Christmas day.
As far as formal attire goes, my brother has a suit that he wears when he goes on a cruise(sadly yes, he has been on several and this is my first). On formal night he wears a black tie and white shirt to make it more like a modern tuxedo. Even though he hates wearing a suit, he loves formal nights. I think it has something to do with the food being more exquisite on those nights. I agree that your kids will enjoy dressing for the at least one of the three formal nights, if not all of them. Wouldn't it be nice to get a beautiful picture with everyone all dressed up?
What excursions are you planning? I am having a hard time finding information about the HAL excursions.