Pretty fun but remember to dress warm. Can get pretty cold out there. Luckily, there are numerous booths selling snacks and drinks to help you warm up. If that fails, you can always duck into one of the shops and browse while warming up.
There are also a bunch of restaurants and bars to stop in while at the market. We went to the Mill St. pub for dinner and also the Beer Hall for some mulled wine outside. And yes, obligatory selfie in front of the Christmas tree is a must.