I really like the analogy John Piper gives regarding the coming of Christ:
Here’s an Advent illustration for kids (and for those of us who used to be kids and remember what it was like). Suppose you and your mom get separated in the grocery store, and you start to get scared and panic and don’t know which way to go, and you run to the end of an aisle, and just before you start to cry, you see a shadow on the floor at the end of the aisle that looks just like your mom. It makes you really happy and you feel hope. But which is better? The happiness of seeing the shadow, or having your mom step around the corner and seeing that it’s really her?
That’s the way it is when Jesus comes to be our High Priest. That’s what Christmas is. Christmas is the replacement of shadows with the real thing.
Up until Christ came to earth, the sacrificial system and the law in Israel were but a mere shadow of the real thing to come. It provided God’s people with a hope and a sense of security, but it was not meant to provide ultimate fulfillment.
As we enjoy celebrating Jesus Christ, we are celebrating the fact that we are living in an age of fulfillment. We have the very presence of Jesus Christ, not just a shadow.