Properly called Les Fetes de Saint-Nicolas, the main weekend for this market is the 6-7 Dec, for 2025. I was in town yesterday and they are still setting up some of the shops, and the brick and mortar stores are still doing the same. But most of the holiday stuff is in place.
Nancy doesn't have one big market; they spread their booths all across the major city center, with multiple little plazas with clusters of 10-20 specialty stands in areas joined buy decor and other booths in between. Some of the clusters are topic specific; there's a kids centered one, two different "gourmet" sections (with slightly different menus on display), and I found one with mainly local handicrafts. Note that the central (indoor) market also has Christmas specific foodstuffs, as do all of the patisseries and chocolatiers.
Stanislaus Square has a huge Christmas tree, and the tourist information center (in the corner of the Hotel d'Ville) also has local holiday handicrafts available. If you collect the fest glasses you may want to get one there, as they have actual glass versions, vs. the plastic one most vendors are using.
There are maps posted all over the city showing where the main decorations and booths are, but they also have a really good printed guide (40 pages long) available.
Parking, as always, is difficult. If you drive pay attention to the major parking garages and forget about trying to find a place on the streets. If you take the train a walk straight down the Rue Stanislaus will take you to the main plaza and you'll be in the center of things there. If you want to see it all plan on a couple miles walking.
For sweet stuff I recommend Maison Caffet and Pâtisserie Recouvreur. For glass art - Daum. For something special hit one of the antique shops. For cheese Fromagerie de la Vieille on the Grand Rue. (Actually the Grand Rue south of Porte de la Craffe is an excellent place to shop and mostly local.)