Brugge is close to the English Channel, so the weather is more like London than like, say, Berlin. Of course, visiting a 'walking' city in winter requires being prepared for cold, windy walking. If you are interested in Christmas Markets, you should check those dates specifically. Since you are coming from Chicago, do you have some other potential cities to visit? You can certainly see the rest of Flanders by train daytrip from Brugge, and I hate changing hotels. But Brugge is not my favorite city in Flanders. Is price a factor? Your hotel's proximity to the train station affects your ability to daytrip from any city. Belgium has good public transportation, so you can check for bus and tram routes from the station, as well.