[Turin]

Well, I don't think that it was to follow the sun because, remember that in Tolkien's conception, the sun didn't arise until the coming of Men.

However, I think that the first point to start from is when the Elves awoke. Orome found the Elves and advised them to travel to Aman, which just happened to be West. The Encircling Seas would have been made it impossible for the Elves to cross through the East since they had not yet learned the Art of shipbuilding. Thus, the Elves developed a natural tendency to "go West", where they were promised the Light of the 2 Trees in what otherwise was a dark world without the sun. They were told (whether for good or bad is debatable) that they would be living in a more or less paradise on earth.

The dwarves, I think, are a different case all together. Durin is said to have awoken at Mount Gundabad in the north of the Misty Mountains. He travelled south until he reached the Mirriormere and took it as a sign to create a dwelling place there. The Petty-dwarves were cast offs from these original dwellings and they are said to have travelled to Beleriand even before the elves got there. Yet, they had no particular desire to go west. It just seemed a convenient place for them to go there. Indeed, dwarves are said to have hated the sea and feared it. The dwarves of Belegost and Nogrod were the furthest west of the dwellings of the dwarves, though even these did not exactly lie in Beleriand.

Then we come to the awakening of Men. We are told that Melkor tried to seduce Men to his Will. He succeeded, apparently, for a time. However, some repented and tried to find safer and better dwelling places. They met Avarin elves and dwarves before they ever met the Sindar. These Avari told them of the Light, although not having desired it for themselves and not crossing the Misty or Blue mountains, they did not exactly know where it lay, although they told them that it was West. Therefore, these Men travelled West and eventually came into Beleriand.

It was only in Beleriand (and possibly Khazad-dum, Belegost and Nogrod) that there was a significant civilisation. Of course, these stemmed from the teachings and guidance of Melian and Osse on the Sindar. Therefore, it can be assumed that this was the core reason why so many came west.

The Numenoreans were a different kettle of fish all together. They had been granted a "reward" for their part in the overthrow of Morgoth, which included a peaceful, isolated dwelling AND long life. However, they were enamoured of the bliss and immortality (of sorts) of Aman so that was their reason for looking to the west. They knew that in the west dwelt the Valar and believed (wrongly) that if they came to that land they would obtain immortality.