Unlike modern Advent ceremonies, most celebrations of Advent in history had a twin focus. The Latin word adventus was the translation of the Greek parousia—a word used for both the coming of Christ in human flesh and his Second Coming. Advent, then, always tended to focus on both.
Many churches lit the first of their Advent candles today (hopefully without needing the fire department!). Even churches averse to liturgical practices find a way to mark the Advent season, if only by marking the days remaining until Christmas.
This is some of the story behind Advent.
The earliest dating of Advent is impossible to determine. The start of Easter in Christian history is far more obviously tied to Passover (albeit with different methods for dating), and Christmas came to be associated with the birth of Christ as a result of it falling during the December Solstice, the darkest day of the year in the northern hemisphere. The coming of the Light of the World made a lot of sense in so much darkness. Within a few centuries of church history, both Easter and Christmas took on special meaning due to their use in commemorating the life of Jesus.
In the early centuries of the church, Advent almost certainly arose as a result of the fixed dating of Christmas. Once December 25 became Christmas, it was the center of gravity for the later half of the year—a perfect balance to Easter in the first half. In this way, Advent took on significance the same way Lent did: both were preparation for the more significant season on the horizon.
By the fourth century, the first written evidence of Advent is found in modern Spain and Europe (Hispania and Gaul). Probably the earliest official mention of Advent practices comes as the Council of Sargossa (AD 380) met to answer a gnostic-inspired movement called Priscillianism.
The heresy essentially held to a harsh form of dualism—light vs. dark, body vs. soul—so perhaps the celebration of the incarnation made theological sense as a counterbalance to this heresy. The council was not committed to any specific dating of Advent, though, and only suggested people attend church daily between December 17 and 29.
By the fifth and sixth centuries, more firm dating of the Advent season can be found in historical records—as well as Advent sermon series.
I made a short video of this same comment on my YouTube channel for those interested