The Ainur (singular 'Ainu') were the Holy Ones, who were offspring of the thought of Eru. They dwelt in the Timeless Halls Eru made for them. They are not all-knowing, as each was only given understanding of one part of their creator's mind.

When Arda was created in the Void through the Music of the Ainur some of the Ainur went down to it. The Children of Ilúvatar, Men and Elves, divided the Ainur into two groups, the Valar and the Maiar. These Ainur are bound to the world until its end, when they will make an even greater music with the Children of Ilúvatar.

The Valar were Manwë, Lord of the Breath of Arda; Varda, Lady of the Stars; Ulmo, Lord of the Waters; Aulë, The Smith; Oromë Lord of the Forests, Mandos, keeper of the Dead; Yavanna, Giver of Fruits; Nienna the Weeper; Irmo, Master of Dreams; Tulkas, the Wrestler; Estë, the Healer; Vairë the Weaver, Vána the Youthful, Nessa, the Dancer and Melkor, later called Morgoth who was evil.

The Maiar were numerous and only some were named. These include Melian, Queen of Doriath and wife to the Elf-lord, Thingol (and mother of Lúthien); Ossë, who commanded the waves, Sauron, and Curumo, Olórin, Aiwendil, Alatar and Pallando, who were the 5 Istari, or Wizards better known as Saruman, Gandalf, Radagast and the two Blue Wizards.
Encyclopedia entry originally written by emmysuze