Week 1 of each NFL season takes place on the Thursday-Sunday-Monday stretch immediately after Labor Day weekend in September. However, for owners in fantasy football leagues, a draft or auction must happen before then to ensure a full season. So, the "fantasy season" more or less begins once a league holds a draft or auction. Most websites that host fantasy football leagues, such as ESPN and Yahoo, will open for the new season late in April, and that's when you can start formulating your fantasy football strategy.