While Catholics frequently associate the color violet with the season of Advent, it was not always the case. In fact, for a few centuries in the Middle Ages the color black was most often worn during Advent.
According to the 19th century book, Notes on the history of the liturgical colours, black was in use by the 12th century and lasted until the 15th century.
This was not reserved to Rome, as black was used during Advent in places such as Monte Cassino and the Benedictines, until the 16th century.
Historically black was associated with mourning, penance, and death. Advent was seen as a season of intense spiritual preparation, dying to ourselves, so that we may be "reborn" at Christmas. It also reflected the idea that the world was in darkness before the coming of Jesus at Christmas.
In the 1904 edition of The American Ecclesiastical Review, the author explains why black was later replaced by violet.
Violet eventually replaced black for Advent, still reflecting a period of penance, but was not as stark a color as black.