Every Christmas (and at many other holidays as well), the anti-religious like to point out that Christmas is a made up holiday. Jesus wasn't born in December (probably in the spring since the shepherds were out in the fields). And the church just made Christmas in December to Christianize some of the many pagan festivals that happened around that time.
And, yes, Advent isn't in the Bible, nor does it tell us to celebrate it. Some within the church may think that observing Advent isn't something Christians should do. But to me, Advent is important. It helps shift my focus off the commercialization of Christmas which begins around Halloween now, into being focused on having a slower, more meaningful pace not focused on making lists of presents I want. Observing Advent, as well as the church calendar as a whole, helps establish rhythms to our family's life. Advent also reminds me to be prepared for Christ's return, helping me not get lax in my faith
And yes, the critics are right about Christmas. It is a made up date that likely had been some pagan observance. And some of our symbols (such as the Christmas tree) may have had pagan meanings initially as well.
But does that matter? So what if our religious celebrations were once pagan? Isn't Christ about transformation? Isn't that what He does? He takes our "pagan" souls and transforms them. He pours His Spirit into us helping us to live as new creations. Why shouldn't we transform holy days as well?
Someday we will be perfect. For now we are still sinful beings, forgiven and given grace, but still sinful. The Holy Spirit transforms us daily, more and more into Christ's image, if we allow His will instead of our own. That transformation will be complete when Christ returns...which we await for during Advent. Actually, Advent is just a strong reminder for us to live the rest of the year waiting for Christ to return. Which is part of why I celebrate it.