You might find that generally a lot of things in Germany are very different to your homecountry:
You are here to celebrate the Christmas days?
Keeping in mind:
If you want to eat out in a restaurant during those christmas days (24-26th of December), always book well in advance. Only a handful of restaurants might be open.
To sum it up: if you are in Germany around the holidays, do make sure you plan and shop for everything well in advance: all the food you need, all presents etc. Do not count on any establishment to be open.
You can attend different messes in the different churches. On christmas eve (24th) it is popular to go to late night (midnight) messes. There are family messes earlier available. Check out the churches schedules. There might be several a day too.
You are here to enjoy the Christmas markets in the weeks before Christmas
The christmas markets open around 4 weeks in advance of Christmas (mostly around the 20th/21st of November, but this changes. Always check, never assume ;).
There are the big ones in the inner city. Some of them are listed here.
The markes at Cologne Cathedal might be the most expensive, but also oozes atmosphere.
Our favourite surely is the one on Alter Markt and the one on Heumarkt, the Winter Fairytale Market, where we go with our kids each year. It even has an ice rink. One of our other corners is the Advent Village (Am Hof, 50667 Koeln), because it is much calmer. It is situated below the Cologne Cathedral christmas market, right next to the section of the old Roman road.Here you can drink some mulled wine and if you want: try the German speciality Feuerzangenbowle (essentialy a mug of Gluehwein which is topped with a little sugar cone and rum. The sugar is then lighted and drops into the Wine - boozily delicious!).
It has increasingly become popular to have little christmas markets popup in Cologne. In 2023 there were six alternative little markets only in Ehrenfeld (our quarter). Iif you want feel more like a local, try the one at Herbrands - providing mainly local producers the opportunity to sell (around the corner from our house M94). Also at Buhmanns there is a very small market that attracts the hipper crowd. People love the the hipp-alternative Market at Stadtgarten (very close to DaHeim V56).
Christmas markets become winter markets post christmas
It is a German thing: christmas markets change their names to winter markets post christmas.
And it is becoming increasingly popular to stroll one of these markets during the days after christmas well until the beginning of January. Often with considerably less crowds associated as before christmas.
All those are good options for strolling in the day or evenings.
There are special ceremonies around the 6th of January (day of the Three Wise men) in the cathedral as the shrine can be found there which might be an interesting experience!