The Winterfest of Lights in Ocean City, Maryland is set up in Northside Park.  The address for your navigation system is:  

200 125th St, Ocean City, MD 21842

Parking is available inside the park and on the side streets around the park.  You can also take the Ocean City bus from your hotel.  These buses are running every half hour and the ride all day cost is $4.  You can see the real-time location of buses here: https://oct.transloc.com/