Just wanted to post some information here that might help others.
We did much searching but were still unsure where to go and what to do .
If you are travelling with friends, you can get a group ticket which costs less than €40.
The Christmas markets in Dusseldorf were very pretty and spaced out around the shopping areas.
However our main plan was to go to Cologne, so we got the train from Dusseldorf to Cologne.
Very straight forward.
The train station at Cologne is huge with shops and restaurants and is right next to the Cathedral and main shopping area.
There are many Christmas markets in Cologne.
You can get a little hop on hop off train from outside the tourist information center for €8.
(if you walk from the station , towards the Cathedral, to the right there are flags on top of the building, this is the TIC).
We visited the Lindt factory which is on the Rhine (quite a walk so the train was a good idea)
The chocolate shop was good.
The food and Gluhwein at the markets was lovely, many different things to try and the smells cannot be captured in a photo.
I would definitely return to Cologne only this time, I would pay the extra and fly directly into Cologne airport (which is about a 10 minute train journey)...
Go,,, its lovely... but
1) take plenty of money
2) dont be on a diet
3) take a suitcase twice the size you think you need!