On Motzei Shabbos, shortly after the departure of Shabbos, it is recommended that we extend the Shabbos queen’s visit with a festive meal called Melaveh Malka, literally, accompanying the [Shabbos] queen. Just as when one has a venerated guest, they are greeted as they arrive (which is why we “take in” Shabbos before sundown) and accompanied as they leave, so we do regarding Shabbos. Shabbos rejuvenates us physically and (reJEWvenates us) spiritually, we desire to hold our esteemed guest a bit longer.
The meal need not be elaborate, but the table should be set elegantly. Hymns whose message is to take the Shabbos spirit into the week ahead are sung. Two splendorous, holy personalities are recognized in song and stories: Dovid HaMelech and Eliyahu HaNavi.
The Talmud says that Dovid HaMelech asked G-d to tell him when he will die (Psalms, 39:5). G-d said man is not meant to know that, but agreed to tell him that it will be on a Shabbos (tractate Shabbos, 30b). Thereafter, every Motzei Shabbos Dovid HaMelech celebrated that he will live for another week. That’s why the meal is referred to as “the meal of Dovid the anointed king.”
Eliyahu HaNavi is celebrated at the Melaveh Malka since Eliyahu HaNavi is the harbinger who will herald the coming of Mashiach (Malachi 3:23). Since Eliyahu cannot come on late Friday or Shabbos (Eruvin 43a,b), the next opportunity is right after Shabbos. At the Melaveh Malka we channel Eliyahu HaNavi in songs and stories and pray that he will act speedily in his role of announcing Mashiach.