Important information
How to get here?
I recommend either walking or taking a Didi (taxi) depending on your location. You can also check AMap for public transport options, which will probably be the bus.
What to do?
Walk around the largest bazaar in the world, and look for souvenirs or get food at the food court. The most interesting thing about the bazaar is the mix of Uyghur and Chinese culture in the buildings, the shops and the people.
If you are planning on taking a day trip the next day, I would recommend buying bread in the bazaar for the next day!
Weather and clothing
Dress according to the season and culture, but casual clothing is fine.
Additional information
Expect some additional security around the Bazaar. You will probably see some military around the area.