>>2817192 (OP)
I spent 3 or 4 days in Bergamo in December and it was awesome. The old town is all decorated for Xmas, the weather is cold but not extremely cold, just a super cozy atmosphere. If you want daytrips, you can go anywhere by train super cheap and fast. The new part of town is also really interesting, just a great italian town overall. Most people skip it because it's seen as their low-cost landing spot, but it's definitely worth a few days.
Another one that surprised me was Naples. They also have a huge xmas market, plus it's further down south so the weather will be mild. I visited about 10 years ago, so I'm sure the place has gotten a lot more enriched since then, unfortunately.