At the Markets they serve a beverage called Gluwein. This picture is from Stuttgart. It is usually red wine that has had spices and sometimes rum added to it. It is then heated to the temperature of molten lava and served in a coffee cup. When you order one you pay for the the Gluwein (about 2 to 3 Euros) and the mug(a deposit/pfand of 2 to 3 euros). If you decide not to keep the mug/glass, then you turn it back in and get your money back. This is a deceptively powerful drink, about two of these is all you need. Anymore than that and you might sleep through Christmas.
At the markets they have lots of booths set up where you can buy all kinds of stuff. Usually Christmas related, toys, candy, cookies.
In Stuttgart Cindy got a treat called a Kartoffel Puffer mit Apfel Muss. This was basically deep fried mashed potatoes with apple sauce. It was really good
Cindy, Spencer and Owen in Mainz by the 5 story Christmas decoration.