My husband is a Muslim and I am christen he tries to tell me things but then I see that he smokes. I don't believe Muslims smoke do they?? And I know they don't celebrate Christmas or Thanksgiving but he says it's alright to celebrate Thanksgiving. I'm just a bit uncomfortable with him lately complaining about bills and everything. I think we need some counseling but he will not go. What can I do?
Yes, Muslims smoke. It's ordinarily considered a sin as a form of self-harm (see Is smoking allowed in Islam?). In Muslim-majority countries, you can see lots of Muslims smoking using a hookah (shisha); as you walk around there's specialty shops (see also Is smoking shisha/pipe haram?).
Sometimes people celebrate festivals not for religious beliefs, but because it's the social norm (and it would be rude not to). Muslims shouldn't celebrate Christmas (Do Muslims celebrate Christmas?), but they might still do so. Thanksgiving does not have such a strong connection to Christianity, and might be considered secular (see Celebrating religious festivals of non-Muslims allowed in Islam?).
I don't believe there's any ruling in Islam about complaining about bills.
A process of counseling is described in the Qur'an:
And if you fear dissension between the two, send an arbitrator from his people and an arbitrator from her people. If they both desire reconciliation, Allah will cause it between them. Indeed, Allah is ever Knowing and Acquainted [with all things].
Speculation on why someone might do these things, and personal counseling is off-topic for the site.