The Advent wreath is part of our long-standing Catholic tradition. Traditionally the candles are purple, because in antiquity, purple dye was very expensive and it was the color of royalty. On the first Sunday in Advent, you light the first candle. On the second Sunday in Advent, you light two candles. On the third Sunday in Advent, you light the two candles from the previous weeks. On the fourth Sunday in Advent, you light all four candles.
Candles and their symbolism:
First Sunday Candle in Advent : Hope
Second Sunday Candle in Advent : Love
Third Sunday Candle in Advent : Joy
Fourth Sunday Candle in Advent : Peace
credit: Will Merydith