Advent is when we think of the ways that Christ comes to us. He comes through the word and the Sacraments. He comes as the child in the manger. He will come as the judge at the end of the age. Luther said about Zechariah 9
This is what is meant by “Thy king cometh.” You do not seek him, but he seeks you. You do not find him, he finds you. For the preachers come from him, not from you; their sermons come from him, not from you; your faith comes from him, not from you; everything that faith works in you comes from him, not from you; and where he does not come, you remain outside; and where there is no Gospel there is no God, but only sin and damnation, free will may do, suffer, work and live as it may and can. Therefore you should not ask, where to begin to be godly; there is no beginning, except where the king enters and is proclaimed.
He cometh “unto thee.” Thee, thee, what does this mean? Is it not enough that he is your king? If he is yours how can he say, he comes to you? All this is stated by the prophet to present Christ in an endearing way and invite to faith. It is not enough that Christ saves us from the rule and tyranny of sin, death and hell, and becomes our king, but he offers himself to us for our possession, that whatever he is and has may be ours, as St. Paul writes, Rom. 8, 32: “He that spared not his own Son, but delivered him up for us all, how shall he not also with him freely give us all things?”
Hence the daughter of Zion has twofold gifts from Christ. The first is faith and the Holy Spirit in the heart, by which she becomes pure and free from sin. The other is Christ himself, that she may glory in the blessings given by Christ, as though everything Christ is and has were her own, and that she may rely upon Christ as upon her own heritage. Of this St. Paul speaks, Rom. 8, 34: “Christ maketh intercession for us.” If he maketh intercession for us he will receive us and we will receive him as our Lord. And I Cor. 1, 30: “Christ was made unto us wisdom from God, and righteousness and sanctification, and redemption.” Of the twofold gifts Isaiah speaks in 40, 1-2: “Comfort ye, comfort ye my people, saith your God. Speak ye comfortably to Jerusalem; and cry unto her that her warfare is accomplished, that her iniquity is pardoned, for she hath received of Jehovah’s hand double for all her sins.”