The word Vanyar means 'the Fair People'. They are named thus because of the light hair of their folk. Vanyar is the plural of the singular form, Vanya.

The Vanyar were the people of Ingwë and were the first of the groups of Elves to make the journey into the west from Cuiviénen to Valinor.

They are accounted the highest of the High-Elves and Ingwë is referred to as the High King of the Elves. He dwells upon Taniquetil beneath the halls of Manwë.

All of the Vanyar left Middle-earth and none returned, so they appear little in its histories.
Encyclopedia entry originally written by Nienna-of-the-Valar