Select the "Secret Characters" extra while playing in Free Play mode on the "Into The Mountains" mission to get Santa Claus.
In the last area of the level, get all of blue blocks and put them on the blue platform. Then, build both platforms to get on the mountain edge. Follow the path to find a house. Find a way up there to see presents and Lego blocks that will make a sleigh. Go in the chimney then break the boxes. There will be a candy cane that you can use for a weapon as well as Santa Claus.