"Is it true that Christianity sprang from Jewish and Pagan beliefs?"
Yes. Christianity originated as a heretical Jewish sect, which was then later influenced by some specific Pagan Mystery religions - including but not limited to the Mithraic, Orphic, and Osirian Cults.
"Didn't Catholocism originate in Rome? Before Catholocism Rome was a place that worshiped gods and goddesses such as Jupiter/Zeus. "
Yes. While some would argue that Catholicism as we properly understand it today doesn't begin until the Council of Nicea, what one could call a pro to-Catholicism began after the Edict of Milan. Rome's transition, however, from its native worship to Christian worship was not sudden or neat. It was a gradual and messy process which spanned several centuries. By the time the Edict of Milan was issued, Christianity - in some fashion or another - was already the predominant religion amongst the masses.
"They controlled a part of Jerusalem at a point in history, the land in which the Jews resided."
Yes. The Roman Empire - and the Macedonian Empire before them - at one time controlled most of the Near East and parts of Northern Africa, including modern-day Israel and Palestine.
"If it is true, which of Christianity's celebrations can be considered Pagan?"
At this point in the game, the Pagan-Nessa is really in the eye of the beholder. There are secular elements in Christian holiday celebrations which are clearly Pagan survivals (tree decorating & gift exchange at Christmas; egg decorating and hunting & 'magical' bunnies who bring presents at Easter, etc), and you can make some connections between the mythology of the Christian story of a dying-and-rising God to the some of the Mystery Cults I mentioned previously.
But you need to keep in mind that the term Pagan is still largely defined in negative terms, meaning, that Pagans are those who aren't of an Abrahamic faith. And since there's nothing new under the sun and everything has to come from somewhere ... Yes, at some point in time each of the Abrahamic faiths ultimately derive from something non-Abrahamic: Even Judaism was at one point in time a polytheistic religion which did not adhere to Abraham's vision of a single God.
However, the passage of time creates distance between the Abrahamic religions and their predecessors such that they become their own thing. In this way, it doesn't really matter if I can point out similarities between Catholic Midnight Mass on Christmas Eve and Mithraic Solstice Celebrations. Catholicism is Catholicism and Mithraism is Mithraism. They're two separate entities now. Much like although you and your cousin have an ancestor in common, you are not the same person.
"According to scholars, Judaism sprang from the time period in which the Hebrews were slaves and the Pharoah was the King and his word was law. There was one Pharoah called Ahkenhaten who decreed that everyone would convert from believing in many gods to monotheism. From this, other pharoahs continued to believe in Polytheism while the Hebrews kept their belief in one God."
Although this is a popular theory, I don't see this as the only source of inspiration for Abrahamic Judaism. The Jews also spent a good deal of time in Akkadia, where they encountered a God called El - a minor Deity who was seen by at least some of His followers to be "at One with All." Such an encounter would certainly pave the way from hard polytheism to soft polytheism/monism. This sets the stage for an easy adaptation of Ankhenaten's example of hard monotheism into Judaism, all it needs is a visionary like Abraham to catalyze the reaction, and voila.
The sources I cite below really only scratch the surface of this fascinating subject. If you are truly interested in this topic, I recommend reading those materials and then reading the source materials cited by them. And then the source material cited by the source material. I guarantee it will keep you busy for at least a decade.