My first market was in Cologne (Koln) in the shadow of the famous Gothic cathedral.
In Brussels the market is held in the Grand Place and adjoining streets.
In contrast, the Dutch town of Valkenburg holds its Christmas market in the caves below the town.
The only French market I’ve been to (so far) is the one in Lille in Northern France.
But guess what, I’ve not yet been to the Christmas market in my own city of Manchester, even though this has taken place every year since 1998. Maybe this year, I'll get there!