I thought this was a rock music thread. Rip off!
The idea for a Christmas Message from the Sovereign to the Commonwealth was originally mooted in 1932 by the founding father of the BBC, Sir John Reith. The idea of the speech was to inaugurate the then Empire Service, which is now known as the BBC World Service.
The first Royal Christmas Message was issued by George V in 1932. The King was originally hesitant about using the relatively untried medium of radio to issue a Christmas Message. However he was reassured by a visit to the BBC in the summer of 1932, and agreed to try out the idea. So in 1932 on Christmas Day, King George V issued a Christmas Message from a small office in Sandringham House to the Empire via "wireless".
George VI continued the Christmas broadcasts. Perhaps his best known was delivered in 1939, in the opening stages of the Second World War, and contained the famous lines starting: "I said to the man who stood at the Gate of the Year". Edward VIII abdicated before his first Christmas on the Throne, and therefore never issued a Christmas Message.
The tradition has been continued by the present Queen, Elizabeth II. Her first Christmas Message to the Commonwealth took place from the study at Sandringham House at 15:07 GMT on 25 December 1952 and was broadcast to the nation by BBC radio. She has delivered the traditional Message each Christmas ever since with the exception of 1969, and they have been fully televised since 1957. The message is broadcast in the UK at 3pm (15:00 GMT), and broadcast around the Commonwealth. In non-Commonwealth countries the Christmas Message can be heard on BBC radio or television, or can be downloaded at any time after 15:00 GMT on the Royal Family's website or other websites.