The word "advent," from the Latin adventus (Greek parousia), means "coming" or "arrival." The Advent Season is focused on the "coming" of Jesus as Messiah (Christ or King). Christian worship, Bible readings, and prayers not only prepare us spiritually for Christmas (his first coming), but also for his eventual second coming. This is why the Bible readings during Advent include both Old Testament passages related to the expected Messiah, and New Testament passages concerning Jesus' second coming as judge of all. Also, passages about John the Baptist, the precursor who prepared the way for the Messiah, are read. All of these themes are present in Catholic worship during Advent.

Since Advent looks forward to Christ's birth and Incarnation, it is an appropriate way to begin the Church Year. However, Advent is not part of the Christmas season itself, but a preparation for it. Thus, Catholics do not sing Christmas hymns, or use Christmas readings, in Mass until December 25, the first day of the Christmas season.
 
The liturgical color for Advent is violet (except for the Third Week of Advent, often called Gaudete Sunday, in which rose may be used), and the season is somewhat penitential, similar to Lent, although not so explicit and emphatic. The character of worship during Advent is more solemn, quiet, and less festive than during other times of the year. In the Catholic Church, for example, the Gloria in Excelsis is not used. The use of violet reflects the general themes of Advent: penitence (generally expressed more in terms of expectant hope) and royalty. Some prominent feasts fall within the Season of Advent, including the Feast of the Immaculate Conception and the Feast of Our Lady of Guadalupe.
 
Secular culture and many non-Catholic churches celebrate the day of Christmas, but take it outside of the context of Advent and Christmastide. However, Christmas is not meant to be an isolated day, but a festival of the Incarnation in the midst of the Church year. Christmas is only properly understood after having the preparation provided by Advent. In the midst of the secular excesses leading up to Christmas, Advent provides a welcome solace and an opportunity to continually re-orient ourselves to God's will as we expectantly wait with patriarchs, prophets, and kings for the true meaning of Christmas: the Incarnation of God the Son.

from: http://www.churchyear.net/advent.html

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The Advent Wreath, a venerable European tradition, can be a way to involve even very little children in learning about Christian preparation - not only for celebrating Our Lord's birth, but to make our hearts truly ready to receive Him.

The wreath's symbolism of the advent (coming) of Light into the world is clear. The gradual lighting of the four candles, one on each Sunday of the Advent season, combined with the liturgical colors of the candles (purple is the penitential color used during Advent and Lent; rose is a liturgical color used only on Gaudete Sunday in Advent and Laetare Sunday in Lent) help to symbolize not only our expectation and hope in Our Savior's first coming into the world, but also in his Second Coming as Judge at the end of the world.

The wreath itself is also symbolic. The circle of evergreen in which the candles are placed represents everlasting life. The seedpods, nuts and cones used to decorate the wreath are symbolic of resurrection, and fruits represent the nourishing fruitfulness of the Christian life.
Gathering materials for the wreath-perhaps on an outing in the park or woods, or even in the backyard- and assembling it at home is an interesting family project in which even the youngest children can participate.

On the first Sunday of Advent, you may sprinkle the wreath with holy water and bless it before the first purple candle is lit. The appropriate Advent collect can be said as the candle[s] are lit each day of the week, followed by the blessing before meals, if you use the wreath at mealtime. The second Sunday two purple candles are lit; the third Sunday, two purple and one rose; and all candles are lit on the fourth Sunday.

Children who are old enough can take turns lighting the candles. (The littlest ones can blow them out at the end of the meal.) If you use the wreath at mealtime, it is helpful to place it on a tray or platter so it can be moved, and to protect the table from candle wax.

On Christmas Day, all the greens and decorations are replaced with fresh ones, and four new white candles, symbolizing Christ, replace the colored ones and are burned throughout the Christmas season. The Advent season is a good time to pray the Angelus at family meals.

Blessing for the Advent Wreath

O God, by whose word all things are sanctified, pour forth thy blessing upon this wreath and grant that we who use it may prepare our hearts for the Coming of Christ, and may receive from thee abundant graces. Through Christ Our Lord. Amen.

Blessing of Advent Wreaths

P. Blessed are you, O Lord our God, king of the universe. You sent your Son to be the Light of the world and to spread his light of love to all. Bless us and accept + these wreaths of light made from our hands. May their ever increasing brightness be a sign to us of the approaching nearness of your Son, that we might prepare in joy for his humble birth in a manger and be ready to receive him at his coming again in glory; through the same Jesus Christ our Lord, who lives and reigns with you and the Holy Spirit, one God, now and forever.
C. Amen

-from: http://www.catholic.org/advent/advent.php?id=21