I wouldn't change the books one bit. I think Tolkien meant for some of the characters to be slightly mysterious and unexplained. Do we really want to know what happened to Alatar and Pallando? I do not deny that I have a lot of fun imagining what they did and the places they saw. I think a lot of people do.
I would definitely leave the villains exactly the way they are. Somehow, giving a lot of information about his/her background ruins a villain (in my opinion). We are often scared by things that we do not understand, and we are meant to be frightened of Sauron and Morgoth. Tolkien wanted it that way.
The Professor was so meticulous about each detail in his work that I think it would be an insult to him to change anything. I think changing the slightest thing would probably end up changing the entire book(s).
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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