The Vilna Gaon explains that there are three painful days for the yetzer hara (evil inclination), when the yetzer hara can’t incite people to sin.  They are Rosh Chodesh Elul, Rosh Hashana and Yom Kippur.

Today is Rosh Chodesh Elul; the day we start focusing on Teshuva and getting closer to Hashem.