The three Masses of Christmas celebrate the threefold Nativity of Christ: from the Father, in His Divinity, from all eternity; from His Virgin Mother, in His humanity, in created time; and by grace, in our hearts, in the present moment. This latter birth of Christ is celebrated especially at the Mass at Dawn because His birth in our hearts is the dawn of our salvation, and when He is born in our hearts His Light begins to shine therein.
Christ is born in our hearts principally through baptism, and when we have sinned after baptism, through the sacrament of penance. In baptism we are reborn in Him and His life is born in us. There are three types of baptism: of water (the sacrament), of desire (moral baptism caused by exercise of graced reason), and of blood (death for Christ). Of these, the baptism of blood is most perfect because it most clearly signifies His Saving Death. Christ is most clearly born in the heart of one who sheds his blood for Him.