It’s 10am on a chilly Friday in ­Budapest, and instead of a winter coat and scarf, I am ambling about under a flawless blue sky in nothing more than a swimming costume and towelling robe.

The air is crisp and misty, formed by steam, rather than dew, rising from the two shimmering pools at the Szechenyi thermal baths, arguably the most famous of the nine that dot the city. Stepping into the warm water in front of a gorgeous, neo-Gothic palace feels decadent, glamorous and slightly surreal all at the same time.

As the days shorten, Budapest becomes more enticing. Outdoor ice rinks throng with locals and visitors, some ­shuffling, others gliding around like figure skaters. Pop-up bars selling forralt bor (Hungarian mulled wine) are there to tempt you.

And the city’s Christmas market – ­considered one of Europe’s best – rolls out from Vorosmarty Square, with cute nativity scenes and dozens of stalls and food stands overlooked by a giant, bauble-decked fir tree, with Buda Castle looming down from above. From mid-November, the whole city takes on ­something of a party vibe, with live performances and concerts.

At Szechenyi though, all remains calm. Along with its cafe culture, Budapest is most famous for its ­thermal baths, filled with mineral-rich waters that rise from the faultline beneath the city; good for everything from stomach and circulation issues to mobility problems such as arthritis.

'As the days shorten, Budapest becomes more enticing,' writes Annabelle Thorpe. Above, the city’s renowned Christmas market

‘As the days shorten, Budapest becomes more enticing,’ writes Annabelle Thorpe. Above, the city’s renowned Christmas market

There’s a lovely sociability to the pools. In one corner, a couple of old men are ­playing chess; a game I suspect has run for many years.

My base for the weekend is the Anantara New York Palace, a glorious, belle epoque confection that also happens to be home to the New York Cafe – one of the city’s most celebrated coffee houses for over a century.

The queues are snaking round the block when I return from my dip, but there’s no time to join them; instead I clamber into a waiting Samba (a classic camper van) for a tour of the city.

The welcome is warm: The famous Szechenyi thermal baths, ‘arguably the most famous of the nine that dot the city’

‘Stepping into the warm water in front of a gorgeous, neo-Gothic palace feels decadent, glamorous and slightly surreal all at the same time,’ writes Annabelle

As we rattle across the streets, we take in the gargantuan elegance of the Parliament building, with its gothic spires and flame-coloured domes and cross the bridge to Buda castle, former palace of the ­Hungarian kings.

My favourite stop is St Stephen’s Basilica, where we climb up to the observation deck and out on to the terrace just as dusk has fallen. Directly beneath, the Christmas market sparkles with fairylights. We retrace our steps and dive in to the throng, the air thick with the scent of frying sausages and the sense of a party just beginning.

But then Budapest is a party town. The following night, I set out to discover some of the city’s ‘ruin bars’, abandoned buildings that have been reinvented as hip restaurants and cocktail spots, decked out with fairylights, glitterballs and graffiti.

New York Cafe (seen here) is one of the city’s most celebrated coffee houses, reveals Annabelle

Above, the view across the city from the top of Stephen’s Basilica

My favourites are Mazel Tov, a fairylit urban garden that serves up meze-style plates, and the Hotsy Totsy.

Just around the corner, the city’s bar street, Gozsdu Yard, heaves with hundreds of partygoers: all knocking back beers with such gusto that the popularity of the baths makes a new kind of sense.

Good for aches and pains, maybe, but I also suspect a dip at the Szechenyi is the best hangover cure in town.

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