It is said to be a regional German custom to hide a gherkin / pickled cucumber (these are large, Zeppelin-like objects) in the Christmas tree, rather like the silver threepenny bit in the Christmas pudding.
This one is so regional, however, that it probably isn’t true. Nevertheless, some Germans have come to believe in it. You can buy the one above at Gartenschätze.
Mind you, Father Christmas doesn’t exist either.