TWO reasons!
1- Because Feanor called him 'Morgoth', or the Black Foe of the World, after he found out that Morgoth stole the Silmarils and killed his father Finwe.
2- Because Morgoth was a very bad person who had a black heart and was detested by everyone, even his own servants/slaves?
The first one was obvious, I'm not so sure about the second though
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