On the evening of Fat Tuesday, the palms from last years' Palm Sunday are burnt and the char used the next day for imposition of ashes. The ritual is deeply rooted in our ancient Jewish heritage. The imposition of ashes on the head, as a sign of human mortality and of personal penance, is described within the Old Testament books of Ezekiel, Judith, and I Maccabees. The Church has continued the practice to this day, applying the ashes while saying, "Remember you are dust, and to dust you shall return."
I find it helpful to reflect on another imposition on the forehead, which is the administration of the chrism -- holy oil created and blessed by the bishop -- at baptism. Having baptised the candidate with water in the name of the Trinity, the priest, administering the oil says, "Your are sealed by the Holy Spirit and marked as Christ's own forever." This serves two purposes: first to signify entering the royal priesthood of all believers (not to diminish the ministerial priesthood) and also as a sign of ownership. In the Roman Empire, the slave was branded on the forehead with the master's symbol, thus saying I belong to my master, and I am also under his protection. [The small cap worn by Lady Liberty on our early US coinage actually represents the cap bestowed when a Roman slave was freed. Thus people would not molest that person based on still having the branding of the forehead.]
The anointing with oil assures the baptised person of belonging to Christ and being under his divine protection. The imposition of ashes says: "Yes, you are but you have screwed up. Repent and return to your Lord!"
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