One of the Gospel lessons for Advent is Jesus riding into Jerusalem on a donkey from Matthew 21 and 22.. Sometimes we call that the triumphal entry. In his preaching on the first Sunday in Advent, Luther emphasizes over and over again that we do not come to the King, but that the King comes to us. In a 1521 sermon Luther says:
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 preachers come from him, not from you; their sermons come from him, not from you; your faith 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.