The Joulumaailma is the probably most prominently positioned Christmas market in Helsinki. It is located on Mannerheimintie around the old Vanha ylioppilastalo.
Many small stalls offer handicraft as well as delicious Christmas treats and snacks from around the world. The market is open daily until December 23 and will then close for Christmas. What is special though is that the stalls will open again for another few days between December 27 and January 6. So you can still enjoy some Christmas feeling in the city center after the holidays.
You can find more information on opening times and vendors on the official website.