Advent doesn't seem to make a lot of sense to us. I remember, growing up in a Baptist church (nothing against Baptists, many Christians do this), that Advent was just kind of something we were supposed to do on the Sundays in December, but what was really important was Christmas, because Christmas, of course, is the day Jesus was born. Kind of like celebrating a birthday. But what was up with this whole Advent thing? We didn't get into it through the whole four weeks leading up to Christmas; we just kind of touched on it on Sundays, and had some songs we only sang during Advent, like O Come, O Come Emmanuel.
So why do we celebrate Advent every year? Why is it part of the Christian calendar? Christmas makes sense; it's an anniversary, sort of like we're giving a birthday party for Jesus each year. We understand birthday parties. But Advent isn't like that. Advent is a reminder.
Not a reminder like leaving yourself a Post-It to remind you to pick up some milk tomorrow. Advent is a reminder in the same way that Chesterton says in Orthodoxy that fairy stories are a reminder: "These tales say that apples were golden only to refresh the forgotten moment when we found that they were green. They make rivers run with wine only to make us remember, for one wild moment, that they run with water." Fairy stories remind us of something that we have forgotten; they take us into a thing so deeply that we remember it as if seeing it for the first time.
Advent is a reminder. In celebrating Advent, we remember the coming of Christ. We become, as it were, one of those people of whom Isaiah speaks: "The people that walked in darkness have seen a great light: they that dwell in the land of the shadow of death, upon them hath the light shined" (9:2). We remember what it was like before Christ came, and what, to some extent, it is still like until Christ comes a second time. We live in darkness. But we are waiting for the light.