Actually...
The elves awoke in the far east of Middle-earth, of which we know very little about. The place they awoke is known as Cuiviénen, the shores surrounding the sea of Helcar.
Morgoth found them, and the Valar summoned the elves to come west, across Middle-earth and the ocean to Valinor in order to avoid contact with and corruption by the evil ways of Morgoth. Along the way, different elven kindreds formed...the Vanyar (went straight to Valinor), the Noldor (went, but some came back to Middle-earth and were forbidden to return), and the Telerin (some had gone at the time of LOTR, but many hadn't).
Tolkien says Humans were supposed to take the place of the Elves...it was their destiny. This was becoming final at the end of the Third Age (when Lord of the Rings takes place).
You must also understand - Valinor is a way better place to be. Mortals were not allowed, however, except by special permission (Sam, Frodo, Bilbo, Gimli).
[ December 10, 2002: Message edited by: Legalos ]
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