As you know, Jesus retreated into the wilderness and fasted for forty days to prepare for his ministry. It was for Him a time of contemplation, reflection, and preparation.
By observing Lent, most Christians join Jesus on His retreat. Lent consists of the forty days before Easter. In the western Church, we skip over the Sundays when we count the days of Lent, because Sunday is always the joyful celebration of the Resurrection.
Therefore, the first day of Lent in the western Church is always a Wednesday. Traditionally, the ashes for Ash Wednesday come from burning the palm branches from the previous year’s Palm Sunday celebration.