There is an ancient custom to blow the shofar in Elul. The source is in the Midrash: “On Rosh Chodesh [Elul] the Holy One, blessed be He, said to Moshe: Ascend the mount unto Me. And they sounded the shofar in all the camp, that Moshe ascended the mount, so that they shouldn’t further err after idols. And the Holy One, blessed be He, ascended in that shofar, as it is written, (Tehilim 47:6) ‘God ascends in the [shofar] blast’. Thus the Sages established that the shofar should be sounded every Rosh Chodesh [Elul]'” (Pirkei deRebbe Eliezer, chapter 46).
The Midrash fails to explain exactly why the shofar prevented the children of Israel from worshipping avoda zara. One likely explanation is that they were deterred from idol worship largely because of Moshe’s presence. The Torah explicitly states that the people desired to fashion an idol “because Moshe was delayed in descending from the mount” (Shemot 32:1). And Rashi there explains that the people were convinced (by Satan) that he had died. Furthermore, the passage from the Midrash immediately follows a description of the harsh punishment Moshe meted out to those who bowed down to the calf during the entire period between the sin of the golden calf and the new ascent to Mount Sinai. Once Moshe disappeared again, people might have though that Moshe had disappeared, never to return; they might again have been motivated to make an alternative worship, to fill the vacuum left by the absence of Moshe’s spiritual leadership, and they might have been additionally tempted to do so by the absence of fear of his stern reaction.
If this is the proper understanding of the Midrash, we may ask why the Holy One ascended in this shofar. On the contrary – this shofar seems to show that the only thing keeping the people from idol worship was the presence of a convenient alternative and the fear of earthly punishment. We can certainly recognize that these elements are occasionally necessary to keep faith and observance alive in times of crisis, but they are hardly an uplifting aspect of our religious life. Why would we commemorate this shofar for all generations?
The truth is that awe and fear are always a necessary part of our religious experience. It’s true that love of G^d is in some sense higher than fear, but while love should be dominant, it alone can not bring us close to God. The gemara tells us that even if one has a silo full of good deeds, they are not preserved without fear of heaven (Shabbat 31a). And the Tikkunei Zohar (10) compares fear and love to two wings; without both, it is impossible to soar aloft.
Hashem is exalted in the hand-claps and the singing of glee (Tehilim 47:2), but he is also exalted in the terrifying sound of the shofar, the t’ru’ah. (Tehilim 47:6.) Rosh HaShana and Yom Kippur are, after all, the Days of Awe, when we particularly remember God’s aspect of judgment. It is true that we ultimately have to move beyond fear and grow in love; that is one explanation for why we stop blowing the shofar during the Days of Repentance. Certainly after the final shofar blast on Yom Kippur we switch our focus to Hashem’s love, a focus which intensifies all through Sukkot and reaches its highest pitch on Simchat Torah. But we can never neglect the need for awe and fear, and this is a particular emphasis in the unique service and worship of the month of Elul.