The last ability of Ephara's Enlightenment will trigger only if it's on the battlefield when the creature enters the battlefield under your control. You may return it to its owner's hand only if it's still on the battlefield when that ability resolves.

If Ephara's Enlightenment isn't on the battlefield when its enters-the-battlefield ability resolves, put a +1/+1 counter on the creature it was enchanting when it left the battlefield.