In traditional Catholic devotion, January is dedicated to the Holy Name of Jesus.
(Each month - and in fact, each day of the week - has a traditional devotion associated with it. I have a section in the Loyola Kids Book of Seasons, Feasts and Celebrations on that.)
The month of January is dedicated to the Holy Name of Jesus. "In the name of Jesus every knee should bow, of those that are in heaven, on earth and under the earth" (Phil 2:10). Christ's name is chosen in heaven, and the Angel Gabriel announces it when he informs the Blessed Virgin of the incarnation: "Behold thou shalt conceive in thy womb and shalt bring forth a son, and thou shalt call his name Jesus". It is a name that has marvelous implications, for it means "savior." The very name bespeaks the magnitude of His mission, His infinite love, a love that will cause Him to offer Himself up for us.
The name of Jesus is the sweetest of all names, and He who bears it is most worthy of all love. He who calls Jesus his friend can be assured that this friend is the most devoted and unselfish of all friends.