We’ve been celebrating Advent for about 5 or 6 years. I can’t remember the exact year that we started, but I think it’s been 6 years.
I found some Advent devotional books that were highly recommended by lots of people. The books had what color candles to use in the wreath, and what the colors meant.
A couple of years ago, we started decorating a Jesse Tree during Advent.
Crosswalk has a very informative article about Advent customs, traditions, and where they come from.