Shabbos 118a: We learn the three Shabbos meals from the three times it says "Yom". One who fulfills them is saved from three harsh "Yamim" - the birth pangs of Mashi'ach, judgment in Gehinom, and the war of Gog and Magog. It says about Chevlei Mashi'ach "... Lifnei Bo Yom Hashem." Also regarding Din Gehinom and Milchamas Gog u'Magog it says "Yom" - "Yom Evrah ha'Yom ha'Hu", "b'Yom Bo Gog."

Eruvin 43a-b: If one said 'I will be a Nazir on the day that [Mashi'ach] ben David will come', he may drink wine on Shabbos and Yom Tov, but he is forbidden on weekdays. Our verse teaches that Eliyahu will herald the coming of Mashi'ach the day before. Tradition teaches that Eliyahu will not come on Erev Shabbos or Yom Tov, lest people go to greet him and not have time to prepare.

Radak: Even though I warn you about Toras Moshe in every generation, even so, for your benefit I will send Eliyahu. His Neshamah ascended to Shamayim; I will return it to a body created like his first body. His first body returned to the land when he ascended - each element to its place. After he will be revived in a body, Hashem will send him to Yisrael before the day of judgment - "Yom Hashem ha'Gadol veha'Nora."

Malbim: This is the last Nevu'ah until Yom ha'Gadol. Then, Nevu'ah will return via the greatest Navi - Eliyahu, who will be revealed then.