Each day of Advent read the Bible story about someone in Jesus' family and try and hang an ornament symbolizing the story on your Jesse Tree. As you decorate your tree, you'll see how God prepared for Jesus to be born through many generations.
The idea of a Jesse Tree is rooted in Isaiah 11:1.
"A shoot shall come out from the stump of Jesse, and a branch shall grow out of his roots."
Jesse was the father of David, Israel's greatest king. And Jesus is descended from the line of David. He is the branch God promised would grow from Jesse's family tree.