Advent originally began in the 4th century to anticipate the Epiphany, the Christian holiday when the wise men came to see the baby Jesus in Bethlehem. This tradition was changed by Saint Gregory the Great in the 6th century to reflect anticipation over Christmas.
Many families mark the season of Advent by lighting candles on their own Advent wreath. Each week, beginning on November 27 this year, people light one of four candles on the Advent wreath and say special prayers at dinner after they have blessed their food.
This Christian tradition is very similar to the Jewish Hanukkah menorah and the African kinara that is lit during Kwanzaa.
The Advent wreath has four candles and a new candle is lit during each of the four weeks of Advent. The first candle to be lit is purple. This color is meant to symbolize prayer, repentance, and royalty since Christians are anticipating the coming of a king.
The second week, a different purple candle is lit along with the first purple candle.
During the third week, a pink candle, symbolizes joy or rejoicing, is lit along with the first two purple candles. This is Gaudette Sunday, the midpoint of Advent, and a time when Christians turn their thoughts to celebration and rejoicing over the coming of Christmas.
During the final week, a purple candle is again lit, along with the other three candles.
On Christmas Day, a fifth, white candle in the center of the wreath, can be lit. This white candle represents Jesus and the idea that through Jesus sins are forgiven.
In many Protestant churches, four red candles are used instead of the three purple and one pink candle.
The wreath itself is round, symbolizing the fact that God has no beginning or end. The wreath is made from evergreen trees, which stay green year-round and mean continuous life. The holly in the wreath symbolizes the suffering of Jesus on the cross when he was given a crown of thorns.
For more information about the history of the Advent wreath in the Catholic church, read this.