The Advent wreath has been very recently introduced into Advent traditions.
The first Advent wreath was conceived by Johann Hinrich Wichern in 1839. He was the founder of a home for poor children in Hamburg, Germany and during the weeks leading up to Christmas was constantly being asked by the children if it was Christmas yet.
He constructed a wooden circle out of a cart wheel and topped it with nineteen small red candles and four tall white candles. Each day he would light an additional candle, saving the white candles for Sundays.
This original wreath eventually evolved into the four violet and pink candle wreath normally seen today. Some people add a fifth white candle to the center to be lit on Christmas day.
The Advent wreath tradition didn’t spread beyond Germany until the 1930s but today can be found around the world. The use of three violet and one pink candle comes from the Catholic liturgical calendar where the vestment color for the third Sunday of Advent, Guadete Sunday, are rose colored. In Protestant churches four violet or sometimes blue candles are used instead.
Condensed from Wikipedia.