The Elves named themselves the Quendi.
Originally, after the Elves' awakening in Cuivienen, Orome brought three ambassadors of the Elves to Aman. They were Ingwe, Finwe, and Elwe. They became the fathers and kings of three different races of Elves. The Quendi were invited to live in Aman with the Valar.
The "Light Elves", or "Fair Elves" were the Vanyar. They descended from Ingwe and never left Aman. Yes, they were golden-haired and fair.
The "Gnomes" were the Noldor, who were dark-haired (with the exception of Finarfin and his line, which includes Galadriel) and mighty. They descended from Finwe.
The "Sea Elves", or Falmari, were the Teleri, who became enamored of the sea. They descended from Elwe and his brother Olwe. Olwe's people travelled to Aman and built a coastal city called Alqualonde, where they built beautiful ships.
Elwe was lost before returning to Aman, and many remained in Beleriand seeking him. He fell in love with Melian the Maia, and they wed and created a kingdom in Beleriand that was protected by Melian's powers. Those who stayed with Elwe and never saw the light of the Trees (in Aman) were called the Umanyar, a division of the Moriquendi, or "Dark Elves". Elwe's folk, although being primarily of the Moriquendi, came to be enlightened and as knowledgeable in lore and arts as those of the Eldar because of the origin of their King and Queen. The people of King Elwe and Queen Melian later became the Sindar, of which people Celeborn is descended.
The Vanyar, the Noldor, and the Teleri are the races called the Eldar, or Calaquendi.
The Moriquendi: These Elves are "dark", not because of any persuasion to evil, but simply because they never saw the light of Aman. Any group of Elves who didn't see the Trees are Moriquendi. The "Green Elves" you hear of are a division of the Moriquendi, called the Nandor. They are those who turned aside from the journey to Aman, but did not follow King Elwe.
The Avari is another group of Elves, a division of the Moriquendi. These refused even to start the journey to Aman and were scattered thoroughout Middle-earth.
Phew. It's all really quite confusing. I hope I laid it out simply enough. In fact, anyone else may feel free to correct me.
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