First, until you are a Catholic you do not have any obligations to do this or not do that.
Christmas Eve is not a Holy Day of Obligation so you are not obliged to attend Mass. Christmas Day is a Holy Day of Obligation.
In order to fulfill your Dec 25 obligation you may attend any Mass on Christmas Day or any Mass on the evening of Christmas Eve.
Once you are a Catholic you may attend non-Catholic Christian Churches for baptisms, wedding and funerals.
While I don’t think attending is a sin it is strongly recommended not to attend any worship services as that could imply you are affirming their form of worship and beliefs are correct. If, for whatever reason, you attend such a worship service you are forbidden to receive Communion (this would be a sin of grave matter) and may not participate in anything else that contradicts Catholic Church teachings (this would be a sin of grave matter) so my advice would be not to attend but if you do then simply sit during the entire service without participating.