Of the Coming of the Elves and the Captivity of Melkor
The Valar remained in Aman under the light of the Two Trees, while only Yavanna and Oromë visited Middle-earth sometimes. They bought news from there, as those lands were under Melkor's shadow. Thus many wished to make war on Melkor, specially Tulkas, but Mandos warned them in name of Manwë, explaining that they could not make war, as the Firstborn were coming in that age. Then Varda prepares the world by placing new and powerfull stars in the sky to guide the Elves in the darkness of Middle Earth. Under the new lights, the Elves awaken in Cuiviénen, but this is only known by the Valar after they are found accidentally by Oromë.
In Cuiviénen the Elves invented languages and lived in peace, but they were also tormented by Melkor, who sent them evil creatures and instilled them fears to the Rider. It is said that he also captured many Elves in Utumno, and with them created Orcs in mockery of the Elves. This was said to be the most evil deed of Melkor.
Hearing the news, the Valar went to war against Melkor in the Battle of the Powers, in which the Elves heard a great shaking and were worried but did not take part in the battle. After many battles, Melkor was found cowering in the depths of Utumno, and Aulë wrought the chain Angainor to keep him in captivity. He was chained by Tulkas and imprisoned in the Halls of Mandos. Additionally, many of Melkor's servants escaped and later hide in Angband, Sauron among others.
The Valar sent Oromë to call the Elves to Aman, and he choose Ingwë, Finwë y Elwë as ambassadors, as most of the Elves didn't trust the Valar. The invited Elves told to their Kindreds about the Light of Valinor, so the Elves embarked on the journey across Middle Earth, save some who refuse, and are further called dark Elves, or the Avari. Thus began the Great Journey and the Sundering of the Elves. While Elves crossed Middle-earth, many of the Teleri (the the most numerous host) fall off along the way, creating new Elven peoples. The Elves eventually reach Beleriand by the sea. Here more Teleri stay, for their love of the ocean, or go back to the forests (Sindar). Finally those who journey across the sea to Aman are called the Eldar. Some of the Teleri, too, reach Aman, and are guided by Swan boats. From here on the Elves are sundered into groups, and these divisions would prove important later.
 Sundering of the Elves