First of all, good luck with your training. That is something to be proud of doing!
Okay, to hopefully answer a few questions.
Hubby and I flew in on Christmas Day in 2005 and we had some of the same concerns.
We pre-arranged having the local Beliken/Lighthouse delivered to our condo by the people who handled our rental. Another option would be to check Lagniappe Provisioning...they will pre-deliver groceries/drinks before your arrival.
We found that there were several restuarants that were closed, but also found plenty open on Christmas Day. And I think the big (albeit expensive) Supermarket south of town was also open on Christmas Day.
Other than Christmas Day, we did not find any problems with any other activities. The day after Christmas is considered Boxing Day and is a holiday as well. Some businesses may be closed, but I don't recall having any problems finding restaurants or other businesses open.
The rest of the week seemed to be business as usual by all of the shops, tours, etc.
Since we came in late in the afternoon on Christmas, I can't answer about any festivities, but I'm sure others can reply.
Hope you enjoy your stay!