"On, Comet! On, Cupid! On, Donner and Blitzen!" Only it isn't—the original poem retained the Dutch names Donder and Blixen, as was suitable to the old Dutch settlers of New York who introduced Santa Claus to America. Later re-printings Retconned the names into their more familiar German forms. However, albeit this was most likely unintentional, the name "Donner" still could retain some significance depending on how you look at it; in French, the verb "donner" means "to give," which is quite faithful to the spirit of Christmas, indeed.
The final line is "Happy Christmas to all, and to all a good night!", not "Merry Christmas..."