To start the Elf on a Shelf tradition, you'll need to purchase a special elf doll and name him or her. Once you've decided on a name, the next step is to set up a special place for your elf to live in your home. Some people like to put their elves on shelves, while others like to set them on tables, mantles, or other high places. It's important to choose a location that is safe for your elf to sit, but also easy for your child to see. Once your elf is in place, it's time to start the magic.