Christmas markets were begun in Germany during the Middle Ages as a way to celebrate the Advent season. They're called Weihnachmarkts in German, as "Weihnacht" is the German word for Christmas, although in Southern Germany they are sometimes called "Christkindlmarkts". They begin around the last week of November and end around Christmas Eve (the markets have different beginning and ending dates in different cities). There are markets all over Germany, each offering unique gift items, local foods, and hot Gluhwein. Lots of people travel to cities throughout Germany to visit the markets, and there are some that are more famous or better than others (I believe the one in Nuremberg is one of the more popular ones). I don't know that Munster has one of the more famous ones, but I have read that it is one of the better ones in Nord-Rhein-Westfalen
Munster has five Christmas markets located in the centre of the city not far from one another. They're really fun to walk around and get in the Christmas spirit. The people watching is excellent, and even if you were to go without the intention of buying anything, there's always something to see and photograph! The food options are good - lots of sausages, of course, pretzels, even pizza and noodles. Gluhwein is one of the big things here though, and many booths sell steaming hot mugs of the mulled wine. I personally prefer hot chocolate, but either way, the hot drink is a must!