Advent is a solemn time for Western Christian religions.  It is a time to fast, and prepare for the holiday to come.  The usual liturgical color for advent candles is purple symbolizing solemnity and somberness.  Some denominations use the color blue to signify hopefulness.  At one time it was a tradition for the Pope to give someone a pink rose on the fourth Sunday of Lent, before Easter, to liven up the somber tone of the season.  The rose custom became part of the third Sunday of Advent.  Eventually the third candle became pink as well.