We always got an orange from Santa as well and my kids get an orange as well. The tradition dates back to basically "little house on the prairie" times. Fresh fruit was just not available most places during the winter due to the difficulties and cost of shipping things like oranges from places like Florida to more northern states. Therefore to get an orange in the middle of winter was a huge luxary. It was a treat that was reserved for something special like a gift from Santa. Our stockings will have oranges, peanuts, candy, toothbrushes, small stuffed animals, candy canes, and whatever else suits my fancy at the dollar store. We do fill the stocking as adults with kids. But growing up Santa never put anything in our stockings. They were just decorations. Our gifts were on the kitchen table after mass along with our orange and a big bowl of nuts.