While many in North America are familiar with the purple and rose candles of the Advent wreath, this tradition is a relatively new invention.
The Advent wreath itself can be traced back to Germany, and according to some historians it began as a Lutheran tradition.
Catholics took a few centuries to adopt it fully into their homes and by the early 20th century it traditionally had four red candles.
Red is a popular color around the Christmas season, as there are many decorations, such as the holly berries, that feature the color red.
Is there an official color?
Technically speaking the Catholic Church does not direct popular devotion and does not dictate which color the Advent wreath should be in people's homes.
The only mention of it in an official Vatican document comments on the symbolism of the candles:
Placing four candles on green fronds has become a symbol of Advent in many Christian home, especially in the Germanic countries and in North America.
The Advent wreath, with the progressive lighting of its four candles, Sunday after Sunday, until the Solemnity of Christmas, is a recollection of the various stages of salvation history prior to Christ's coming and a symbol of the prophetic light gradually illuminating the long night prior to the rising of the Sun of justice (cf. Ml 3,20; Lk 1,78).
According to Claudio Salvucci in the Liturgical Arts Journal, it was a German priest and a German woman in the United States who introduced the practice of colorizing the candles of the Advent wreath:
[I]t was [Monsignor Martin B. Hellriegel] who suggested to [Dr. Therese Mueller] that the implicit symbolism of the four red candles for the four Sundays be made explicit, by coloring the candles according to the Sundays.
It is, therefore, to these two German emigres that the credit must be given for not only popularizing this old German custom in America but also for giving it its present form.
The primary symbolism of the Advent wreath has to do with the light of Christ and so the precise color of the Advent colors is not as important.
It is up to each family to discern which tradition they want to have in their family, as the Church does not have a law about the colors of the Advent candles.