First year for us as well,the Elf we bought didn't come with a book but we've managed to find lots of little accessories to go with the Elf.
Today he turned up and was sitting in my vase on the mantel place with a little wooden ladder leading upto the top of the vase,his special magic door(which shows Santas work shop when you open it) and door key were against the wall,with his little welcome mat and magic dust(green glitter)was sprinkled around him and the door.
On the front door he'd left a treasure map for our DD to use with X marking the spot(the x was on a flower pot)and he'd hidden some chocolate coins(4 of them)and a teeny cuddly Christmas pudding.
We've also bought one of those Elf/Santa cams the one that's supposed to make sure the child is being good,our DD thinks it's great and has taken it round the house to show Father Christmas her bedroom 
We've bought a few gifts for the "Elf" to bring our DD,one is the Elf dvd,we've bought her a nice book to read with her,a funny fluffy bird pen with some nice Christmassy paper,a magic drawing board,another morning we're going to do a special North pole Breakfast and we've bought her an extra special gift for on Christmas Eve when the Elf goes back to the North Pole.
If you have a look on pinterest there are loads of really funny ideas on there,I think there's some on facebook as well.