Never heard of this tradition before? I find many people unfamiliar with this way to observe Advent.
Definition of a Jesse Tree
From the Wikipedia site:
The Tree of Jesse is a depiction in art of the Ancestors of Christ, shown in a tree which rises from Jesse of Bethlehem, the father of King David; the original use of the family tree as a schematic representation of a genealogy. It originates in a passage in the Biblical Book of Isaiah which describes metaphorically the descent of the Messiah, and is accepted by Christians as referring to Jesus. The subject is often seen in Christian art, particularly in that of the Medieval period. The earliest example dates from the 11th century.
…The Jesse Tree was the only prophecy in the Old Testament to be so literally and frequently illustrated, and so came also to stand for the Prophets, and their foretelling of Christ, in general.
For family Advent celebration, a branch or small tree is fashioned and symbolic ornaments are hung, every day. Each day has an ornament with meaning that takes a story journey through the history of the Old Testament to the birth of Christ.