Lenwë was one of the Teleri that left Cuiviénen during the March of the Eldar. He traveled in the host of Olwë, but fell behind his companions.

He refused to cross the Misty Mountains and continue westward with the rest of his people, so he gathered a host of elves who also did not wish to continue. They forsook the march and traveled south along the River Anduin.

The elves that followed Lenwë became known as the Nandor (‘those who turn back’). They were forgotten by their kin for many years until they were brought back to Beleriand by Denethor son of Lenwë, Lenwë’s son.
Encyclopedia entry originally written by Ringhilwen