The Elf on the Shelf is a beloved Christmas tradition that involves an elf doll who is sent from Santa to help keep an eye on children and report back to Santa about their behavior. To start the Elf on the Shelf, you will need an Elf on the Shelf doll, which can be found at most department stores or online retailers during the holiday season. You'll also need to come up with a name for your Elf and think of some creative ways to hide and display them each night.