The most fantastic experience is the light as evening sets and the sky becomes a deep blue with the lights set against the sky.
The Christmas market in Vienna in Austria is truly amazing. It is one of the oldest in the World. It started at a December market in 1298, although that may not qualify as a real Christmas market among historians.
The December market was by the Cathedral, St Stephan Dom.
Christmas markets became a tradition in German speaking lands and ushered in the four week church festival of Advent. In nearby Munich, Germany the Christmas market is first mentioned in 1310.