שׁוֹפָר Elul · the shofar
The shofar of Elul: the soul's alarm clock
From the first of Elul, every morning, the shofar breaks the routine of the synagogue. It is not yet the mitzvah of Rosh Hashanah: it is the custom that readies the soul for the judgment drawing near.
A call to wake
Rambam put it in words that stay: the sound of the shofar says, “Wake, you sleepers, from your sleep; rouse yourselves, you slumberers” (Hilchot Teshuvah 3:4). The shofar of Elul doesn't announce a date; it shakes. It is the custom already recorded in the Shulchan Aruch (Orach Chaim 581:1) and old in the midrash (Pirkei deRabbi Eliezer 46).
When it sounds, and when it doesn't
It is blown on weekdays, every morning of the month. Not on Shabbat, because the shofar is not sounded on Shabbat. And not on the last morning, Erev Rosh Hashanah: it falls silent for one day on purpose, to separate the custom of Elul from the mitzvah of the Rosh Hashanah shofar, so the two aren't confused.
A custom, not a mitzvah — and it still matters
That it is custom and not Torah obligation doesn't make it lesser. Twenty-nine mornings of the same call do their work slowly: each day the soul gets used to looking at itself. When the shofar of Rosh Hashanah comes — that one a mitzvah — it no longer finds you asleep.
Sources: Rambam, Hilchot Teshuvah 3:4 · Shulchan Aruch, Orach Chaim 581:1 · Pirkei deRabbi Eliezer 46.
My Jewish Day gives you the shofar each morning of Elul, with Rambam's words and the teaching of the day.