Anytime you find content that you didn't create and that looks dubious and unfamiliar, it's worth while to suspect a breach. Socially, when you think about it, even in a non-computer environment, Secret Santas are a bit of a security hack - hiding things in places that are yours (to some extent) and yet that you didn't give explicit permission to enter is a typical pattern in much of Secret Santa gift giving. The difference, at least in the real world, is that Secret Santa gifts are intentionally non-destructive, non-malicious and hopefully well intentioned if not beneficial.
When it comes to computers - if you aren't a forensics expert, it's pretty hard to tell what's happened to your system. Worse yet, doing a lot of research can destroy any evidence that would be useful if law enforcement is needed.
A self destructing file that appears saying something cute and social is generally a decently typical pattern for malicious software, so it's fair to be concerned.
So... for a next step:
can you think of an explainable case for someone to have been pranking you or being an honest Secret Santa? If so, talk to them an ask. These days, tampering with computers is a bit creepy and it's worth it to point that this isn't such a great way of delivering what was hopefully meant in the spirit of fun.
if you can't find or think of a friendly culprit - report the issue to whatever security group you have available - when in doubt, an IT help desk is a fine place to start, or an information security group. This is a do not pass go, do not mess with your computer type scenario - leaving your computer running, and untouched while asking for help is really the best approach - even for a semi technical user.
if this is a personal system, check into common hacks that match the behavior you've seen with google, and ponder the idea of well-reputed anti-virus software. Also, it may be worth a trip to tech support if you see odd behavior.