The following informative piece comes from a posting of the Moravian Church British Province, but the link is broken.
The idea of the Christingle began in the Moravian congregation of Marienborn, Germany, on 20th December, 1747. At a children’s service, hymns were sung and the minister, John de Watteville, read verses which the children had written to celebrate the birth of Jesus. He then explained to the children the happiness that had come to people through Jesus, “who has kindled in each little heart a flame which keeps burning to their joy and our happiness”. To make the point even clearer, each child then received a little lighted wax candle, tied round with a red ribbon. The minister ended the service with this prayer, “Lord Jesus, kindle a flame in these children’s hearts, that theirs like Thine become”. The Marienborn Diary concludes, “hereupon the children went full of joy with their lighted candles to their rooms and so went glad and happy to bed”.
The Moravian Church took the custom of this service with them to Labrador and Pennsylvania, to Tibet and Suriname, to the Caribbean and South Africa, and people in each part of the world adapted it for their own use.
No one knows for certain when the word “Christingle” was first used or from what it is derived. Various suggestions have been made. One is that it comes from the old Saxon word “ingle” (fire), meaning “Christ-fire or light”. Another is that it derives from the German “engel” (angel), meaning “Christ-angel”, or it may derive from the German “kindle” (child), meaning “Christ-child”. 
The symbolism gradually developed, and today in the Moravian Church in the British Province, the Christingle consists of
an orange, representing the world, with a lighted candle to represent Christ, the Light of the World. Nuts, raisins and sweets on cocktail sticks around the candle represent God’s bounty and goodness in providing the fruits of the earth. Red paper, forming a frill around the base of the candle, reminds us of the blood of Christ shed for all people on the cross at Calvary.
In Moravian churches, the Christingle Service is usually held on the Sunday before Christmas or on Christmas Eve. Essentially, it is a children’s service, which reminds us that the Christ-child lies at the heart of our Christmas celebrations. The service usually includes the traditional Moravian carol:-
Morning Star, O cheering sight! Ere thou cam’st how dark earth’s night! Jesus mine,
In me shine;
Fill my heart with light divine.
Morning star, thy glory bright Far excels the sun’s clear light: Jesus be Constantly,
More than thousand suns to me.
Thy glad beams, thou morning star, Cheer the nations near and far; Thee we own
Lord alone,
Man’s great Saviour, God’s dear Son.
Morning star, my soul’s true light, Tarry not, dispel my night; Jesus mine,
In me shine;
Fill my heart with the light divine.
At the climax of the service every child receives the gift of a Christingle, reminding us that “God so loved the world that he gave his only Son……” (John 3:16). In this wonderful moment, in the darkened church, the visual symbol of the Christingle expresses the truth that in the darkness of the world there shines a great light.