Go ahead and gulp the gløgg. Sip the hot glühwein. Get sticky on chocolate-dribbled Belgian waffles.
But best not to chomp on the Pflaumentoffel - a mass of dried prunes shaped like a chimney sweep in Dresden's Striezelmarkt. Prune-man is more of a decoration than a holiday treat.
Instead, try the city's famous stollen and gingerbread (Lebkuchen). And because it's so cold outside, buy a cup of glühwein, or mulled wine - warm to hold and even warmer going down.
It's the season for Christmas markets such as Striezelmarkt to add sparkle and cheer to city squares and village centers from Germany to Estonia, the United Kingdom to Scandinavia.
Timed for Advent - the fourth Sunday before Christmas Day till Christmas Eve - some markets keep the festivities going into January. Not a bad idea, considering the short, dark days and brisk, cold nights of the northern latitudes.
The tradition goes back to the Middle Ages, with Dresden's celebration one of the oldest, dating to 1434. Christkindlmarkt in Vienna and Christkindelsmärik in Strasbourg, France, have lifted spirits for centuries.
Dresden's Striezelmarkt boasts the world's largest nutcracker and tallest carousel pyramid (46 feet). The beautiful city of Renaissance, baroque, and 19th-century architecture, restored after the devastation of World War II, provides an enchanting backdrop for the hundreds of stalls selling wooden crafts, blown glass, indigo prints, and blue-and-white ceramics.
Copenhagen also goes for broke, celebrating Jul (as in yule) by stringing four miles of lights through Tivoli Gardens in Tiffany-designed patterns.
Some markets are huge festivals, with ice-skating rinks and amusement park rides.
Brussels, late to join the party in 2002, has made up for lost time with Plaisirs d'Hiver, or Pleasures of Winter.
The Belgian capital's stunning, medieval Grand Place is filled with an ice rink, Ferris wheel, nightly sound-and-light show, and 240 wooden chalets with international artisans.
Markets in small villages have their own enchantment. But whether the setting is a quaint town square or a sprawling city plaza, the atmosphere is festive as bundled-up shoppers browse decorated stalls and huts for crafts and treats.
Nibbles and treats are traditional holiday fare for each country and region. Dresden has its stollen cake, and Strasbourg serves Flammekeuche, which is like a thin pizza.
But mulled wine seems to find its way across borders. It's served in a boot-shaped cup in Strasbourg. Copenhagen's gløgg has a kick, thanks to schnapps-soaked nuts, raisins, and cinnamon sticks.
It was in Bruges that I first sampled gülhwein. Yum. I bought a second cup - to warm my hands, of course.
What a picturesque setting for a Christmas market. The Belgian city, a UNESCO World Heritage site, is filled with Old World charm, from its canals to architecture spanning 700 years.
I watched with my son and husband as a vendor pressed our Belgian waffles, then dribbled them with Belgian chocolate, arguably the best chocolate in the world.
We munched, sipped and wandered among the stalls, looking at locally made lace and leather goods and more chocolate.
Our noses were cold, but our hearts were warmed by the sights and sounds of Bruges celebrating the holiday season.
1. Brussels, Belgium
Dates: Late November to Jan. 1
2. Copenhagen, Denmark
Dates: Mid-November to late December
3. Dresden, Germany
Dates: End of November to Dec. 24
Dates: Early November to mid-January
5. Munich, Germany
Dates: Late November to Dec. 24
6. Nuremberg, Germany
Dates: Late November to Dec. 24
Dates: Early December to early January
9. Salzburg, Austria
Dates: Late November to Dec. 26
10. Strasbourg, France
Dates: Late November to Dec. 31
11. Stuttgart, Germany
Dates: Late November to Dec. 23
Dates: Mid-November to Dec. 24
SOURCES: Travel+Leisure, TravelandLeisure.com