Advent is the four week period leading up to Christmas that is designated as a time for preparation of the coming of the Lord, both as a remembrance of His birth and as a reminder to faithful Christians of our joyful anticipation of His coming again to judge the living and the dead.  It is not doctrinally required in any church that I know of and was probably not common until the 4th century AD but it continues to be observed as a thoughtful time of penance and preparation of the Christmas season by the majority of Christians around the world.  It is observed by Catholic, Orthodox, Anglican, Lutheran, Reformed, Methodist, etc., and is marked in most churches by a four candle advent wreath in which one candle is lit each week leading up to Christmas day.  Appropriate Psalms and readings of Scripture mark each week's service.  Advent this year begins on Sunday, the 29th of November.