Of the Sun and Moon and the Hiding of Valinor
The Valar sat in the Ring of Doom, mourning the many evils that have come to pass. As the messengers returned with the answer of Fëanor and the Noldor, Manwë declared that eventually, just as Eru promised, good shall come out of the evil that comes. Yet Mandos responded, saying that it would still remain evil nonetheless and that Fëanor would soon die.
Manwë commanded Yavanna and Nienna to try and heal the Two Trees, but they were able only to coax a single flower from Telperion and a single fruit from Laurelin before both trees expired. Their lifeless husks would remain in Valinor as a memorial.
The fruit and flower were set in special vessels that were given to Varda, who gave them the power to fly in the skies. They did this in order to spread light back to Middle-earth, which had lain in darkness since the fall of the Two Lamps. In addition, the race of Men would soon come, but the Valar did not know where Men would arise, so the light would frustrate the plans of Morgoth and protect Men. The Valar were extremely hesitant to directly intervene and attack Morgoth, as they were afraid that Middle-earth might be seriously damaged in another war if they became involved.
The driver of the sun vessel would be Arien, a spirit of fire. The driver of the moon vessel would be Tilion, a follower of Oromë who had loved Telperion's light. These would both drive the vessels in circuits across the sky. The fruit of Laurelin became the Sun, while the flower of Telperion became the Moon, and they received many names in the Elvish tongues.
The sight of the Moon gave the Noldor of Fingolfin joy, and they blew their trumpets in greeting. The sight of the Sun dismayed Morgoth, who sent forth great clouds to try and darken the sky when it was out. Yet he could not fully accomplish this, and the Sun began to wake the creatures under the Sleep of Yavanna from their slumber. Full light thus finally returned to Middle-earth after thousands of years of only starlight.
Each vessel remained in the sky for a time, starting in the Uttermost East and then slowly traversing the sky until reaching Valinor. Arien would be fairly constant, but Tilion would be wayward, sometimes coming close to Arien, other times entering Valinor from different ways or remaining long underground beneath Arda on the way back east. Thus the movements of the Moon are inconstant, or it may not appear in the sky altogether on some nights.
Having set the Sun and Moon into motion, the Valar fortified the realm of Aman in what is known as the Nurtalë Valinóreva, the Hiding of Valinor. They raised up high mountains around the entire realm, leaving only a gap at the Calacirya for the sake of the elves who remained in Valinor. They then created a series of Enchanted Isles and other traps to block any ships trying to sail to Aman. Thus, the realm of Aman was defended, and the Noldor shut out so that they could not return. For the rest of the First Age, Valinor was closed to anyone who tried to enter, save one in later days...