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Not everyone may agree, but I think that one of the reasons why LOTR and Middle Earth give readers a sense of 'reality' or 'coherence' is the way Tolkien constructed the tale. Instead of beginning with Orcs, Elves, Balrogs and grand cities, the book begins in The Shire. The first chapter is centred around familiar things; a party, talk of vegetables, village gossip, fireworks, a pub. Yes, Hobbits aren't exactly realistic, but they remind us of our ordinary selves, concerned more with what the neighbours are up to than with fighting Dark Lords. The book then gradually moves towards the fantastic, taking the reader with it. As we read more, the easier it becomes to accept these fantastical places, creatures and situations.
From reading HoME it's clear that Tolkien did not have a plan for the tale, that he thought of things as he wrote and rewrote, but this would fit in with what I say above. If he himself was discovering more and more about this world and this story, then the fantastical would develop as he went along.
As davem says, Tolkien was not a novelist by 'trade', however, he was incredibly well versed in sagas and myths, tales which rely heavily on plot, and there is absolutely nothing in his use of plot that can be faulted - something that other writers who may be more stylistically accomplished fall down on. The combination of enthralling plot with the sense of taking a journey of discovery in ME ourselves contribute in no small way to the sense of 'reality'.
And davem, that article you posted the link for...be afraid, be very afraid...
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