Buongiorno,
You will find that many towns offer some type of Christmas market - check out this article closer to your arrival date, it will be updated with days, opening hours and locations. Though if you look at it now it will give you something to start planning with, beause many of these markets are re-occuring events.
https://www.discovertuscany.com/events-in-tuscany/christmas-markets-in-tuscany.html
As per your itinerary:
Cinque Terre, I would keep your base in Florence for an extra day - and take an organized tour out to visit this amazing place. Though a word of caution, 5Terre is not as colorful and appealing in the winter - this is defiietly a place best seen in the spring or summer and not the middle of winter when most business are closed. Our team has done a tour - and they did it in off season, so you might want to read this to get an idea of what to expect:
https://www.discovertuscany.com/cinque-terre/one-day-tour-cinque-terre.html
Siena is also very do-able with public transport from Florence, so you could plan on doing a day trip there or an organized day trip that includes San Gimignano and Siena...maybe even a wine tasting so you can enjoy Chianti as well?
In fact, this article will give you both DIY and organized options using Florence as your base:
https://www.visitflorence.com/itineraries-in-florence/top-day-trips-from-florence.html
Another helpful article would be
this link which specifically talks about things that are great to do in winter!
Depending on from where you actually fly out of Italy, Sorrento should probably be on the tail end of your trip, and depending on what you want to see - plan on 2 - 3 days. Again this is a coastal area, and many times in the winter there is not as much open and the weather can be a bit intimidating. So be sure to check the activities you want to do in advance to be sure they are still open.
Buon Viaggio,
Donna Denise