Switzerland or Austria in early December

Do I take the train to Bern, Lucerne or Zurich and head into the Swiss Alps from there?

You take the train to your final destination. Just look up wherever In the Netherlands you are starting from to wherever in the Swiss Alps you need to end up, on the DB website: https://www.bahn.com/en/view/index.shtml
This will tell you where you need to change trains. Probably not any of Bern, Luzern or Zürich.

Netherlands to Switzerland is a long way, far enough that it would probably be quicker to fly to Zürich, Basel or Geneva and take the train from there. Look up flights by the cut price airlines, like EasyJet.

Wengen - yes good. December is the start of the ski season, it will be ski-orientated.

The Glacier Express runs west-east through the Alps. Unless you want to go west-east not necessary. Plenty of snow in Wengen in December.

Yes, it is expensive.

Christmas markets: Strasbourg (stop off option between Netherlands and Switzerland). Basel, Bern and many others.

Switzerland or Austria - not both. Austria gives you Christmas markets in Nuremberg Munich and Vienna.

Good thinking on the Christmas markets! Some of the best I've visited are: Interlaken, Lausanne and St Ursanne (small town Medieval ambience). Wish I'd visited more. Enjoy!

I much prefer travel by car for flexibility, especially in the Alps because the weather can go very bad. We plan two parallel itineraries, one for good weather (scenic mountain drives), one for bad weather (towns, cites, museums). Example: My Mother took a lifetime total of one trip to EU for the passion play. We were driving around Austria at the same time and met up with her tour in Innsbruck. Next day, her tour went to Zurich in pouring rain & fog-- never saw any mountains. We stayed in Innsbruck & went museum hopping. Next day, sunshine and we went back into the mountains. However, many men passes are closed in December. (listed in the Michelin Green Guides).

Yes, Switzerland is expensive & ski season is ultra high season for prices. Better to stay in Interlaken than Wengen. Better to go to Austria. Advantage of Innsbruck: driving the Inn and Oeztal Valleys gives low altitude views of the mtns-- no closed mtn passes.

Advantages of Salzburg: Better scenery by circling the Dachstein & Salzkammergut-- again, consult the Michelin Green Guide (low altitude, no high passes) More interesting city than Innsbruck

We are partial to Christmas in Salzburg -- nice markets! Last trip we also included Innsbruck, whose markets have an Italian flair.

About Swiss prices: some are very high, some are not.

Restaurants are very expensive (about 1.5 times New York prices). Supermarkets, however, are very reasonable. They have a lot of grab and go items (sandwiches, salads, etc), so you need not have a kitchen or be "cooking" to take advantage.

Hotels are expensive, but rental apartments (from Airbnb, VRBO, etc) can be much more affordable. Plus, with an apartment it's easier to make at least some meals, keep food in the fridge, etc.

Trains aren't cheap, but a train pass of some kind (whether a Swiss Travel Pass, a Half Fare Card, or a regional pass such as the Berner Oberland pass) can be a good deal. There's also the fact that trains are almost all unreserved, so you can just "turn up and go." In many countries these days, cheap tickets come at the expensive of spontaneity, since they're not refundable or exchangeable. This is not an issue in Switzerland.

Museums are expensive. If you're getting a Swiss Travel Pass, it also acts as a museum pass; if you're seeing more than a few, this can be a big saving in itself.

And there's also the issue of value. While Switzerland is no one's idea of a "cheap" place, it's also wonderful. And while my restaurant dinners in Muerren were about 50-60 CHF each (for one person), they were also really good - far better than anything I had in some other places more known for the "great food" that I found merely meh. I'd go back in a heartbeat, as I consider my trips there worth every rappen.

If you have only 3-4 days, and want to go to Switzerland (I can't speak to Austria), spend the entire time in the Berner Oberland. Wengen is one of the towns here; others are Muerren, Lauterbrunnen, and Gimmelwald. Wengen is the largest of the four, with more restaurant options and the largest supermarket. Grindelwald (not to be confused with Gimmelwald), in the next valley over, is larger still; like Lauterbrunnen but unlike the others, it allows cars and buses (the other towns only allow local service vehicles, making them more tranquil).

You’ve all given me a ton of great information. Thank you. I’m still curious if Austria would be a less expensive option for me. I’ll need to do more research. Or if anyone has any other areas of Europe to visit at this time of the year, I’m open to ideas. I’ve been to Italy, France, Spain, the UK, Greece, Germany, Holland and Belgium at different times of the year except in November and December. So I’m eager to see things that I haven’t seen before even if it’s in a country I’ve visited in the past. Thanks for all your help.

Early December can be bargain season in Wengen. The snow is just getting going, so the skiers know it could be iffy conditions. Once you get within a few days of Christmas, prices will double when every one in Europe is on a 2 week vacation. It can be a good deal to book a hotel with half-board, breakfast and dinner included.

We loved our trips to Austria (and Bavaria) in late Nov. early Dec.

I'd include: Salzburg, yet stay in the Berchtesgaden area.
Innsbruck during the Christmas Markets is magical. We also loved nearby Hall in Tirol and it's very "loca" feeling Christmas market atmosphere.
From Innsbruck it's an easy train ride into Italy to visit the pretty old towns of Brixen/Bressanone, Sterzing/Vipiteno or even the spectacular Dolomites in the Val Gardena. There are, of course, Christmas Markets in these places.

Another spectacular area is the Schladming/Ramsau am Dachstein area. It the "Der Dachstein" cable car is running, go to the top!!! OMG.

You all have given me tons of information to consider and research further. With any of my travels, I'm always pulled between settling in one location and doing day trips out to interesting locations versus moving on every other day to a new city to explore while visiting maybe multiple countries within a week. Thanks for all the tips.