We visited Mainz in the fall, and I thought it was so lovely and charming (and full of pink buildings) then, I had no idea what I was in for during Christmastime! The beautiful old town square was jam packed with market stalls and entirely covered in twinkling lights. And I loved that it wasn't a major tourist destination the way other Christmas markets we have visited are. The crowd felt more local, and the market offerings less touristy. And I still enjoyed all the pink buildings, but this time dressed up for Christmas.
We stayed at the Hyatt Regency, right on the Rhine, which provides for a great walk along the water every morning, and it is connected to a Rewe always fully stocked with my favorite Ritter Sport bars stuffed with cornflakes (sounds weird, is the YUMMIEST). And make sure to order a hot chocolate at breakfast, because they bring you steamed milk with a bowl full of actual chunks of chocolate (white, milk, dark, OR a combination of all three) to mix in until you achieve your perfect level of chocolatey.