The Byzantine Rite began Christmas preparations already on 15 November, the Feast of St. Philip the Apostle according to their calendar. Hence, the Christmas preparation is called "Philip Fast". It is a time of penitential preparation to celebrate the Nativity of the Lord Jesus Christ.
In the Western Church -- the Roman Catholic and those of the Protestant Reform which keep the Season of Advent (e.g. Episcopalians, Lutherans and Methodists), we begin this evening with First Vespers of the First Sunday of Advent.
As Franciscan friars, we eagerly anticipate this joyful Season of Advent -- and Philip Fast -- to celebrate Christmas Day. The celebration of the Incarnation of the Son of God in human history was so dear to St. Francis of Assisi's heart! And to ours, as well. And so we learn to wait, like Mary, the Mother of God, awaited after the Annunciation for nine months to give birth to the Lord Jesus. We learn to listen, as the Children of Israel of old listened with attentiveness to the prophetic utterances of the coming of Messiah. We learn to hope, in a darkened world where sin holds sway -- we claim that he who came in the manger is indeed the conqueror of sin and death!
Our Lady of the Sign (cf. Isa. 7:14, Mt. 1:23), "Behold a virgin shall give birth to a son and shall call him 'Immanuel' [a name which means 'God is with us'!]"