Go to INA market! You won't believe the vibe it's got at this time around the year. Been going there since I was a kid so highly recommend. P.s. if you're into scoring a tree for your home, you will find Christmas trees from 600/- to 6000/- depending on how tall the tree is. Have fun!
Select city walk, Sacred heart cathedral, Pacific mall. You can also visit Cafe Wink in east delhi, they have a Christmas theme going on and it definitely looks beautiful.