In all the Christmas movies the Santa Claus comes through the chimney with a huge bag of gifts and looks as clean as before. In reality however that could never happen as chimney is probably the dirtiest part of your fireplace or oven, therefore it is essential to clean the chimney regularly.
This is usually done by professional chimney sweepers, but in theory you could also do it yourself, to do that you have to lay cloth all around the chimney inside the house and open the fireplace damper. Climb to the top of the roof and clean the chimney with a brush with a long rod with up and down movements. Also check whether there are any damages to the walls or not. After cleaning the sides of the chimney, clean the flue with a brush and remove the cold ashes from the fireplace and remove all the remaining dust and dirt with a vacuum cleaner.
You should clean your chimney at least once a year, it is recommended that you would do it before winter or before you start to use the fireplace regularly. In addition, cleaning the chimney decreases fire hazard and makes using your fireplace safer.