A Penitential season

Advent is supposed to be a penitential season, yet I don't think of or do much  fasting or any of the things we usually associate, for instance, with Lent.  I know the eastern Churches fast during Advent (which, for them, starts on November 15). A question for you all: what makes Advent "penitential" for us besides going to the communal penance service and lighting the Advent wreath?  Watching "How the Grinch Stole Christmas?" Anyone have any thoughts?