The best time to join THL if you want to be on a team is usually right after an expansion releases. THL seasons are based around expansion cycles, with a ~5 week offseason before the season starts to give players time to find teams. If you you want to join and find out a season has started already though, don’t fret. Teams are always looking for replacements and substitutes.  You should still post in the free agent channel that you want to play, and captains will contact you!
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TL;DR: Stay active, participate, play Hearthstone!