Many Churches, both Protestant and Catholic, celebrate Advent as a time of "looking forward" to or "Anticipation" of the birth of Christ. Some even mark off each of the 4 Sundays before Christmas with candles and an Advent Wreath.
This is a picture of the advent wreath at our local Catholic Church.
On the first Sunday of Advent we made our own Advent wreath with some of ladies at the Catholic Church. The ladies brought fresh cut Holly and Ever Green branches and ribbon and showed us how to wrap it around the circular candle holders. It was really fun.
Purple is the color of Advent. It represents Royalty. Pink represents Joy, since Advent is a joyful season. The ever greens represent the everlasting love and salvation of Christ, as does the tradition of it being a circle. As far as I can tell the red berries are just because they are pretty... but I'm sure someone could come up with something more meaningful if they wanted to.
Here's a picture of Rosie with our Advent wreath at the wreath making party. She also has next to her a paper nativity the church ladies gave her.
Each week we get to light another candle. I usually light ours at dinner time so we can enjoy it while we eat. Some people put a white candle in the middle and light that one on Christmas Eve.
When Rosie was a baby I bought a string of small stockings each numbered 1 through 24 for our family Advent calendar. My mom and I have had fun putting little toys and candy in the stockings and Rosie has had fun getting them out.
Every day she asks for her "stocking" and then she's allowed to get out what ever is in the one for that day. She's always happy to find whatever it is that's in there. But I think her favorite so far have been the little Dinosaurs that her Nana put in there for her.