Well, my friend, that's a very interesting question. You see, Christmas lights have a secret ingredient that makes them twinkle. It's called the "light wave oscillation system" which is a special mechanism that creates the sparkling effect. This system works by constantly changing the voltage and current going through the wires, causing the lights to flicker and give off a shimmering glow. It's a very complicated process, but I'm glad to explain it to you.