Like Lent, Advent is a season of preparation, self-examination, repentance and restoration. The culture around us celebrates the "joy" of Easter and Christmas, but it's really more a general sense of warm and fuzzy feelings connected to holiday memories with family and friends.
Real joy, however, only comes after we've been willing to allow God to deal with the brokenness in our lives, which is what the preparatory seasons of Lent and Advent are designed to do. We can't really express the joy of being found, in other words, unless we are first able to name the fact that we've been lost, our identity compromised, and much has been squandered on things that have no ultimate value. We light the candle of "joy" during Advent because we want to recognize that the coming of Jesus is the climax of all of history and, in his life, death and resurrection, Jesus has redeemed that checkered human history not only for us, but for the whole world. That's why the babe in the manger is the ultimate discovery. When we were lost, God himself came to find us!
Thank you, thank you, Lord!