Ohh you were in my city!:) I'm sorry that you were disappointed at first, it really depends on the weather how many people are there. Unfortunately, the temperatures here are usually too high, so it doesn't snow. But the Heinzelmännchen Christmas market is also the best thing I think! It's really an advantage that some Christmas markets are not that far apart and if you don't like one, you can just go to the other.
Kind regards and Merry Christmas :)
RE: Christmas markets in Koln, Germany