Usually right around Thanksgiving things will start going up...at least its how it has been in previous years...The Christmasy characters usually follow within a week or 2 of Thanksgiving...although Santa Shamu was seen on Thanksgiving Day last year..
The first Christmas celebrations/shows start the day after Thanksgiving, so I would assume(someone please correct me if I am wrong) that they would be up by then.
Yes. The shows should start the first day after Thanksgiving when the park closes at 11:00pm. The Christmas themed shows will be performed on days only when the park closes at 11:00pm or later in November and December.
Some Christmas decorations were up before Thanksgiving last year, around the middle of November. So you may have some Christmas decor before thanksgiving, but I would expect that all the decor and shows and Christmas themed attractions will be up the day after thanksgiving.
You may see some. But you will have everything, christmas themed shows, decor, christmas themed rides starting the day after thanksgiving on 11:00pm closings.