Let's remind ourselves that, on the church calendar, Advent is, in fact, not just a prelude to the celebration of Jesus' birth in a Bethlehem manger. Rather, it's a time to think more broadly about God's coming ("advent" means "coming") not only in the past, when Jesus was born, but also in the future, when he comes again. And from our perspective, living long after his first coming, it is his return that should concern us most.
During Advent 1928, Dietrich Bonhoeffer preached a sermon in Barcelona in which he spoke about the emotion for this season:
"It is very remarkable that we face the thought that God is coming so calmly," he said, "whereas previously peoples trembled at the day of God. ... We have become so accustomed to the idea of divine love and of God's coming at Christmas that we no longer feel the shiver of fear that God's coming should arouse in us. We are indifferent to the message, taking only the pleasant and agreeable out of it and forgetting the serious aspect, that the God of the world draws near to the people of our little earth and lays claim to us ..."