we started this tradition last year. the elf on the shelf I bought came with a book, so the day after Thanksgiving, the elf showed up in our living room along with the book. The book explains that the elf was sent by Santa, and asks us to name the elf. At night the elf would go back to the North Pole to help Santa, and every few days he would show up again - sometimes with a note or a small treat, pajamas, a book...and he always landed in a different spot. On Christmas Eve morning, the elf leaves a special small gift and says that he must return to help pack the sleigh, but he will think of them often and return again next year.