The word "Elul" is an acronym for אני לדודי ודודי לי, I am for my Beloved, and my Beloved is for me (Shir Hashirim). This phrase describes the close and intimate relationship we can build with our Creator. The month of Elul, by its definition, is a special time to achieve such closeness of: "my Beloved is for me".
It may be hard to imagine what elation we would experience, when we feel G-d's Presence constantly at our side. It is difficult to visualize the tranquility and peace we would feel knowing His protecting wings are right over us. The month of Elul lends itself to coming close to experiencing just that.
We are required, however, to self examine ourselves and introspect. We must set aside some time to look closely at our deeds with sincerity. A wise lady told me: "We are here to please Him, and should not have any expectations that He must please us!"
When our ego, The "I" part of us is diminished, we can more easily connect to our Father in Heaven. The more inflated our ego is, the less "room" there is for G-d to dwell within us. The more humble we are, understanding our limitations and the infinite greatness of our Creator, the more we "allow" Him to embrace us.