Advent means 'arrived' or 'coming'.
In Advent we remember the first coming of Christ as a baby. We are reminded of the way his birth was told about many years before by a wide variety of people, by lighting a different candle each Sunday.
We also remember those from far away who were warned of Christ's arrival by a star that they followed - and we have a special star in church which is lit up all through Advent until Epiphany which is the traditional time of thinking about the wise men.
But we remember the first coming in order to make us more eager to anticipate Christ's second coming as Lord.
Christ has 'arrived' and he is also 'coming'.