People have been waiting for the reign of the Messiah for thousands of years. Only the Father knows the time it will begin. In these times we wait in anticipation, trying to live our lives to always be ready for that coming.
This does not mean that we don't celebrate His first coming or His birth, we do. But it is the beginning, not the end of what we anticipate.
This waiting is not the same as when we were younger and had trouble waiting for Christmas Morning. I am reminded of one of my favorite scriptures, Isaiah 40:31.
but those who wait for the Lord shall renew their strength,
they shall mount up with wings like eagles,
they shall run and not be weary,
they shall walk and not faint. NRSV