When do elves on the shelves normally come?
Elves come sometime between Nov 24th and Dec 1st, and keep watch over children until Christmas Eve. Once they're invited into your home, they fly to the North Pole every night to report to Santa about how naughty or nice the kids have been, then return to a new spot in the house each morning.
The Elf on the Shelf website recommends your Elf arrive between November 24 through December 1. This is also known as Scout Elf Return week, a.k.a. the time when Santa's little helpers flee the North Pole and head out to the houses they'll be staying at until Christmas.