Today marks the start of the month of Elul, and the first of Elul is the date that Moses ascended Mount Sinai for the third and final time.
With the tragic episode of the Golden Calf, the relationship between the Jewish people and G-d entered a rocky patch. After forty days of begging for forgiveness on behalf of his flock, Moses goes up Mount Sinai to receive the second set of tablets on the first of Elul, returning on Yom Kippur. On that day the Shofar was blown so that all should be aware of the exact time of Moses' departure, thereby preventing a repeat of the mistake that led to the golden calf.
Ever since then, this 40 day period has been set aside and is deemed to be an auspicious time for introspection and self development culminating in the purification of Yom Kippur.
Our Shofar blasts on the first of Elul and for the rest of the month serve to remind us of that historical event and are meant to serve as a personal wake up call to make the most of this special time.