I usually ask for books or, even better, book vouchers, so I can choose the books myself (I love reading). Like people already said, it's good to think of your interests and base your ideas for Christmas gifts on that. In terms of Sensory/Fidget toys, I have a couple I like personally, so I'll share them. Though you might have heard of/seen them already.
Rainbow ball where you can pop the little balls into different holes because there's one hole with nothing in it.
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Fidget Spinner (which you've probably heard of)
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Stretch Armstrong Dog
It's this stretchy dog that you can stretch and pull it's legs (it takes quite a bit of effort) and then it goes back into place by itself after a few seconds
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And also, I quite like weighted blankets or weighted soft toy animals, like these:
I had a meltdown when I was sent to hospital because I was missing my dog (he normally sleeps on my bed and he wasn't there when I was in hospital) and nothing could calm me down, but luckily one of the nurses found a weighted soft toy platypus, and that calmed me down pretty well

So weighted animals like these are pretty good:
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And also when I was an outpatient, they had a weighted border collie called Jessie (I'm called Jessie too!) and she was gorgeous:
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