The Rev. Patrick Comerford has a good overview of Advent at his blog today. I found this section helpful:
This season is a reminder of the original waiting for the coming of the Messiah. But more especially it is a reminder of our waiting for Christ at his the Second Coming. This season, which began yesterday, the First Sunday of Advent [30 November 2014], is the season when the Church marks a time of expectant waiting and preparation for the coming of Christ, not just as a cuddly child in Christmas crib, but his coming in glory and as king.
Throughout the next four weeks, our readings, collects, post-communion prayers and the other seasonal provisions in our liturgies try to focus us – yes on Christ’s incarnation, but more particularly (if less successfully) to focus us – on Christ’s coming judgment and reign.
Because of that, the “Four Last Things” – Death, Judgment, Heaven and Hell – have been traditional themes for Advent meditation. The characteristic emphasis in Advent, therefore, is expectation, rather than penitence.
Purple is not a penitential colour … it is a rich, royal imperial colour, originally derived from a very rare source. […] So, we change our liturgical colour in Advent to purple to signify we are preparing for the coming of Christ as the King of Kings, the ruler of all, in all his royal, imperial, majesty, splendour and glory.
The whole entry is here. There is a WEALTH of information on the history and symbolism of Advent Calendars, Advent wreaths, Jesse Trees, etc.