Last year while on business in Brussels sometime in mid-December, we went to a Christmas market just to enjoy the evening and drink the obligatory hot wine mulled with spices (Gluehwein). The Brussels Christmas market is a small one, where you can simply enjoy the evening. It fits well into the Northern European tradition that originates in Middle Ages. But of course, it cannot compare to the biggest Christmas markets organized traditionally in Germany.
The biggest Christmas market I ever visited was that of Nuremberg in Germany (indeed one of the biggest in Europe). For my German colleagues it was not only a place to spend the evening but above all a place to acquire regional specialties from all over Germany available there in multiple varieties. Often it was produced you cannot merely buy round the corner.
In Germany, Austria, Switzerland, and Northern France, the tradition of Christmas markets dates back to the XIV-XV century. They are organized in the Advent time, which is four weeks before Christmas. The most important German markets attract yearly 2-4 million people each being the major tourist attraction in the Christmas season.