The Nine First Fridays devotion is a venerable tradition in the Church. Still popular today, it is a wonderful reminder of the love of the Sacred Heart of Jesus and the importance of regular Mass and Holy Communion.
This season of Advent, when we prayerfully reflect on God's promise to save us from our sins through the birth, death and resurrection of his Son, is a perfect time to begin the First Friday devotion.
There is a good summary of the devotion here, and a comprehensive history of devotion to the Sacred Heart of Jesus here at the Monks of Adoration website. Pope Pius XII's encyclical on the Sacred Heart, HAURIETIS AQUAS, is available at the Vatican website. There is also a blog dedicated to The Two Hearts Ablaze.