Celebrating the Advent season has long been a part of Church Season (since about 4th Century AD). Though not a biblical command (just as Christmas is not a biblical feast), The four weeks before Christmas have become a time to prepare our hearts and minds to celebrate the birth of Jesus Christ and to prepare for his Second Coming.
Traditionally the Advent Season was celebrated as a time of prayer and fasting (simular to Lent) but now this is mostly done through the four Candles, each one representing a theme associated with the Christmas season (Hope, Peace, Joy, and love). Sometimes a fifth candle is included called the Christ Candle, which is lit on Christmas eve or Christmas Day.
Whether you choose to celebrate the Advent season or not, understanding why it has been traditionally celebrated, helps us to respect the decision of those who choose to spend this time preparing for the celebration of CHrists birth