Even though Advent is a preparatory season, there's still a lot of important dates on the Catholic calendar leading up to Christmas: 

November 30: St. Andrew: The feast day of one of the first apostles, and Simon Peter's brother. This is the day to start the Christmas novena--say the prayer 15 times every day from now until Christmas Day. I love this novena. It's a wonderful way to prepare for Christmas! 

St. Andrew is the patron saint of Scotland, and was crucified in an X shape; hence the Saltire flag of Scotland, which depicts a white X over a blue background. 

December 8: The Immaculate Conception (the patronal feast day of the United States, and a Holy Day of Obligation for all U.S. Catholics). No, this does not refer to Jesus. The Immaculate Conception (declared as dogma by Pope Pius IX in 1854), according to Ineffabilis Deus (Pope Pius IX's apostolic constitution): 

 holds that the most Blessed Virgin Mary, in the first instance of her conception, by a singular grace and privilege granted by Almighty God, in view of the merits of Jesus   Christ , the Savior of the human race, was preserved free from all stain of original sin , is a doctrine revealed by God and therefore to be believed firmly and constantly by all the faithful. [5]

So, yes, Catholics have to believe in the Immaculate Conception. In short, and in English, it means that Mary was, from the moment of her conception, free of original sin. Jesus, being God, didn't have original sin when he was born, but Mary, being human, would have, in the ordinary course of events. But God preserved her from it, and she never sinned in her entire life. Did she have free will? Yes. Is she a goddess? No. She was a human being, but a very special one. 

Coincidentally, this became an important point the apparitions at Lourdes--when Bernadette asked who the Lady appearing to her was, she said, "I am the Immaculate Conception." Bernadette had no idea what that meant, being a poor, pretty uneducated peasant girl from rural France--she had no idea that Pope Pius IX had declared this dogma four years earlier. Thus, when she told her parish priest what the Lady had said, it served as confirmation that Bernadette must be seeing omething out of the ordinary, because there's no way she'd have heard that term. 

From Bernadette's testimony: 

"I went every day [to the grotto] for a fortnight, and each day I asked her who she was–and this petition always made her smile. After the fortnight I asked her three times consecutively. She always smiled. At last I tried for the fourth time. She stopped smiling. With her arms down, she raised her eyes to heaven and then, folding her hands over her breast she said, 'I am the Immaculate Conception.' Then I went back to M. le Curé to tell him that she had said she was the Immaculate Conception, and he asked was I absolutely certain. I said yes, and so as not to forget the words, I had repeated them all the way home.

December 9: St. Juan Diego, who saw Our Lady of Guadalupe. 

December 12: Feast of Our Lady of Guadalupe

Mary appeared to Juan Diego four times, beginning December 9, 1531, at Tepeyac. She spoke in Juan Diego's native language and asked that a church be built on that site in her honor. When he went to the local bishop, he (like most bishops and priests in these accounts) asked for a sign. On December 12, Juan Diego saw Castellian roses at the foot of Tepeyac, which weren't indigenous to the region. He filled his cloak (ilma) with the roses, and presented them to the bishop. However, the roses weren't the only miraculous thing--the interior of the tilma was imprinted with a picture of the Lady as she appeared to Juan Diego. (For technical information about the image on the tilma, see this Wikipedia article.) 

She is much loved by the Mexican people, especially indigenous Mexicans, and in the Southwestern part of the United States.  

December 13: St. Lucy/Lucia. An Italian saint dearly loved by Scandinavians. It's customary to make St. Lucia buns on this day. YUM! :) St. Lucy was a roman martyr who brought food to the people imprisoned in the catacombs, wearing a crown interspersed with candles to light her way down the dark passageways. 

December 14: St. John of the Cross, Carmelite. 

December 17: The O Antiphons start. You probably know these as the verses to "O Come, O Come Emmanuel". 

December 25: Christmas Day--start of the Christmas season. Immediately after Christmas, we have a few great feasts, so I'll put them in here. 

December 26: Feast of St. Stephen, the first martyr

December 27: Feast of St. John, the "disciple whom Jesus loved", apostle, and writer of the Gospel of John and the Book of Revelation. He is the only apostle to have died a natural death. 

December 28: Feast of the Holy Innocents--the babies Herod the King killed as he tried to find the "newborn king of the Jews". The Coventry Carol memorializes this event, as well. 

December 29: Thomas Becket, bishop and martyr; born in London in 1118, he became chancellor to the King of England, but was exiled by Henry II, in response to his defense of the rights of the church against the state. After returning to England, he was murdered in 1170 in Canterbury Cathedral, (site of the pilgrims' destination in The Canterbury Tales, by the way.) 

Sunday After Christmas:  The Feast of the Holy Family--Mary, Jesus, and Joseph. 

January 1: Solemnity of Mary, Mother of God, and a Holy Day of Obligation in the United States.