Your local newspaper can probably provide you with dates and locations of the annual events planned around the time you would like to hold your event. Call the local event halls for proposed events planned in civic centers, hotels, malls, etc. One day shows are the best choice for first timers. They eliminate the need for overnight security. It is easier to obtain vendors who may be concerned about hotel expenses.
Space is easier to obtain.
Plan your show for Saturday or Sunday daylight hours. The best weekend for a show is, of course, Thanksgiving weekend. It is generally not a good idea to hold a show before Labor Day weekend, or after Hanukkah. Spring shows should occur during the Lenten period. Consider vendor travel when setting opening and closing hours.