train itinerary

Brugge is not on an international line. Coming from Germany you have to change at Bruxelles-Midi (Brussel-Zuid in Flemish) from your international train to one of the regional trains to Brugge. They leave frequently (at least twice per hour). Your ticket is valid on all trains from Brussels to Brugge. If you miss one, you can take the next. The website of the Deutsche Bahn mentions the platform you'll arrive at from Cologne, and the platform from where you take the train to Brugge.

There are 3 stations in Brussels, and they confusingly have two names each, in French and Flemish:
Brussels Nord, Brussels central and Brussels Midi. Midi is the main one, all trains stop there. Most trains also stop at Nord and central.

Coming from Cologne (Köln HBF) to Brugge, you change at Bruxelles Midi, there are no direct trains. Brussels to Brugge is 2 trains per hour, no reservations for Belgian internal trains. Looking on the DB site ( https://www.bahn.de/p/view/index.shtml ), I see lots of trains, for example:

Köln Hbf ab 08:44, THA 9424, Bruxelles Midi an 10:32
Bruxelles Midi ab 10:51, IC 1532, Brugge an 11:51

Next train exactly one hour later:

Köln Hbf ab 09:43, ICE 214, Bruxelles Midi an 11:35
Bruxelles Midi ab 11:51, IC 1533, Brugge an 12:52

Gee, there are direct trains from Brussels Midi to Brussels every hour at a minimum. Are you using www.bahn.com?
DB shows a connection between Koeln Hbf to Brugge every hour, but the ones at the odd hours ( 15:43, 17:43, etc) use German ICE train to Brussels Midi, so there are Sparpreis tickets available. This coming weekend for 190 EUR for 2 round trip to Brugge, taking about 3 hours.

there appears to be a train station in Brugge
Actually, Brugge has two stations. You need Brugge. Not Brugge-Sint-Pieters.

we plan a lot of weekend trips
Have you already discovered that advance booking of trains often comes with hugh discounts? I just booked some trains for a trip in September to Austria and Slovenia. The normal price from Ulm to Graz is €115; booked in advance brings it down to a mere €35.

For your trips you don't have to look far. I just had 1,5 weeks in the area just east of Köln, with Wetzlar and Fulda as a base, and day trips to places like Limburg, Weilburg and Marburg. Very nice part of the country.

This weekend, here is way that takes an extra hour, but saves some money.
Buy a ticket from Cologne Hbf to Hergenrath, Belgium. 38,60 EUR for 2. Get round trip Flexpreis, so that is 77.20 EUR total. Then get 2 Belgian Weekend tickets for Hergenrath to Brugge at http://www.belgianrail.be/en/Default.aspx, cost is 23 EUR per person includes round trip tickets on regional Belgian trains from Thursday night to Sunday. Cost is 23 EUR per person so that is 46 EUR. Check the itinerary at www.bahn.com by specifying a stopover in Hergenrath (0:00 time). You will see it is a Regional Express to Aachen Hbf changing to a regional train to Verviers, Belgium changing to an IC train to Brugge. So now your total cost is 123.20 EUR and flexible vs 189.60 EUR using the ICE train to Brussels Midi and you are locked into specific trains with a Sparpreis ticket.

For other weekend trips in Germany, look at these options at Duetsche Bahn.
https://www.bahn.com/en/view/offers/regional/index.shtml?dbkanal_007=L04_S02_D002_KIN0060_ST-REGIONALE-ANGEBOTE_LZ01

Note that DB sells the ICE departures online, but not the Thalys departures (which can also be more expensive, so I'd choose the ICE, anyway). If you search for a schedule from Cologne to Brugge, DB sometimes suggests a connection at Brussels Nord, instead of Midi, if the timing is better.

thanks everyone for the much appreciated help on navigating the DB. we have settled on a friday train from Koln- brux midi to brugge. prices ended up being reasonable . I appreciate the tips about the 3 stations in Brussels which was initially confusing to me.