'I haven't just fallen off a Christmas tree' is a phrase used in the UK, meaning 'I wasn't born yesterday' via the suggestion, as panjandrum intimates, that the speaker is not a fairy (away with the fairies?) or an angel perhaps. I don't really know why it means what it does. I think it probably originated on television, but I don't know that either. I suspect Only Fools and Horses (long-lived sitcom).