The first known Advent Calendar dates 1851 and was handmade, the first printed Advent calendar was according to the Austrian Landesmuseum made in 1902 or 1903. Other sources state that it was in 1908.
It's origin was the tradition to physically count the 24 days in December until Christmas, which was done - as example - by lighting an additional candle each day or hanging a religious picture on the wall.
It was a long journey until the Advent Calendar arrived in the modern times.
You can have it now in your iPhone, open a new window every day and make yourself a little surprise each day.