From December 17 until December 24, Father Kelley has been (and will be) saying the Advent Rorate masses here at St. Mary's, which counts down the last nine days before the Feast of the Nativity: Christmas. These novena days of votive masses celebrate Our Lady and are done either in the early morning (6:30 a.m. here) or in the late evening - thanks to Pope Pius XII. The beauty of these masses is excentuated by the fact they are celebrated entirely by candlelight.
Rorate Masses are so named because of the first words in the latin introit: rorate caeli. Or, in the American Missal, "Drop down ye heavens." The original practice was to celebrate this mass early on Saturday mornings - Saturdays typically being reserved for Our Lady - but many parishes use them on mornings in Advent.
I read someplace that in the Missal of 1570, no masses could be celebrated after noon. And due to the length of the mass at that time, particularly in German-speaking countries where this tradition originated, people could not attend unless it was before their work started. So the candles began to be used for these early morning masses sheerly for practical reasons, not unlike most liturgical customs. But like all things that last the test of time in liturgy, a theological emphasis emerged associating the candle light of the Rorate masses to the light that Mary carried within her womb; like Mary awaited the arrival of the Light of the World, so we too in Advent await Christ's Second Coming.