Novenas are prayers of devotion that are offered for nine days (or some other period of time with a factor of nine).They had their origin in ancient Rome as times of prayer for the dead over a nine-day period and were, essentially, prayers of mourning and commendation of the soul to the mercy of God. I have participated in this kind of novena many times, held by the Puerto Rican people after the death of a dear one. In the early Middle Ages, novenas became ways of preparing for great liturgical events, especially Christmas. One novena became linked to the antiphons of Vespers, which begin with the vocative "0" nine days before the celebration of Christ's birth. We recognize this custom from the Advent hymn "0 Come, 0 Come, Emmanuel," which in fact is the first antiphon of this novena. This novena may have been related in people's minds to the nine months that the infant Savior remained in his mother's womb. For this reason, novenas began to be associated with Our Lady, particularly in France and Spain. A bit later, the novena became associated with the nine days from Ascension to Pentecost.
From Michael Dubruiel's The Church's Most Powerful Novenas.