While doing a little Advent research (I couldn't remember the word associated with each candle in an Advent wreath for each week of Advent :) ), I saw Advent explained as a time of preparation for celebrating the birth or coming of Jesus.
The first candle of Advent is the hope candle. I also saw this explained as the candle of expectation. We wait in expectation for the celebration of Jesus' birth, but in a larger sense we wait in hope and in the expectation for Jesus to return again.
He tells us in His word that He will come again, so the hope we feel is a hope steeped in assurance; a certain knowledge that our eternal life with Him, promised by His death and our salvation because of that death, is a hope that will be fulfilled.
So light the first candle in your Advent wreath and celebrate the hope of Christ's return.