The verb arrive means to reach a place at the end of a journey. Since it focuses on the end of the motion, not the whole motion from beginning to end, it doesn't work with "to [a destination]" as a modifier, the way you can say "go to your house", "walk to your house", "drive to your house", etc.
And since arrive suggests coming to a stop, the preposition at indicates the place or time where the journey ended. So, arrive at works by analogy with "I'll meet you at the park" (see this answer for more), "I'll meet you at 10:00", "This bus stops at Cuyahoga Street", etc., not by analogy with at for the target of a moving object, as in "Don't throw stones at a window" or "Watch out, the bus is coming right at you!"
When you say at with an object or person, like "a window" or "you", it sounds like you mean the target of motion—like throwing, suggesting a collision. So, you can't say "The books arrived at you." You have to rephrase so that the object of at is more clearly a place, like any of these:
The books arrived at your house.
The books arrived at your address.
The books arrived at your office.
The books arrived at your window. [This sounds natural because "your window" can also be understood as a place. This sentence suggests that the books were placed neatly in front of your window, or were handed to someone who received them through your window.]
The books arrived at your place.
The last one, "your place", is informal.