Advent as a season of preparation for the Nativity originated in France. Its observance was general by the time of the Second Council of Tours, 567. In some places six or seven Sundays were included. When Rome adopted Advent, she limited the period to four Sundays as we now have. It was probably not until the 13th century that Advent was universally recognized as the beginning of the Church Year. Up until that time it had begun with the Festival of the Annunciation, March 25, or in some places at Christmas.
Three comings of Christ are remembered in Advent: the first coming, the incarnation of the Second Person of the Trinity in the womb of the Virgin Mary; the Second Coming of Jesus at the end of the world to judge it; and His continual coming among us in Baptism, the Word, and Holy Communion.
The Advent wreath is of relatively recent origin, the 19th century. Only two candles have historically represented something specific, the pink one and the white one. Lit on the Third Sunday the pink one stands for joy. On this Sunday, the penitential theme is supposed to be lighter. Tinged with the white of the Christ candle, the purple of penitence shades to the pink of a joyous rose.
A further note on color. You’ll notice that most churches, even some Confessional Lutheran ones, have switched from violet/purple to blue. This is to strike a note of ‘hope’ rather than penitence. Of course, color choices and paraments at all are neither commanded nor forbidden. It still says something.
“Hopeful blue” is part and parcel of and apace with the world around us. Penitential purple is neither. While Advent never attained the extreme penitential character of Lent, it has always been regarded as a season of repentance and of solemn anticipation and preparation for the coming of Christ (Reed, The Lutheran Liturgy, 465-466).
The above is from 1947. See how that is toned down from this Lutheran scholar in 1924: “Since this period is to prepare for the high and holy joy of the Nativity, to welcome the Coming of God’s Son in humility, it has always been considered a time of deep penitence. …It was observed with strict fast, and clergy were forbidden to perform marriages. But the effort to attach this strict Lenten, penitential, character to this Season was never generally successful, although it was, and still (as of the 1924) everywhere considered a general season of penitence and prayer. This is typified in the Liturgical Color of the Season, Violet” (Strodach, The Church Year, 23).
Read the history of why the Church follows the celebration of the Nativity with the Martyrdom of St. Stephen on the 26th, St. John the Apostle and Evangelist on the 27th, and the Holy Innocents on the 28th. This was done on purpose to tone down the exuberance and celebration of the Church. It may be Christmas, but She is till in the world. With that in mind let us think of blue as Dorothy Jones sings it in her 1976 recording of “Misty Blue”.