Exiled?
 

I once read somewhere that elves were exiled to ME for some reason. Is this true?

Some of the Elves left Valinor more or less voluntarily after the theft of the Silmarils. Most of them followed Feanor or Fingolfin. Once they left, though, they really couldn't go back. So, they stayed in Middle Earth, most of them getting killed over the ages. Galadriel was one of the last, if not the last, "exile" from Valinor alive at the time of Lord of the Rings. But, she did go back at the end.

I hope that makes sense, I'm kind of tired and seeing several screens at the moment...

It's been a while since I've read the Silmarillion, but I believe that when the Noldorin Elves left Valinor, it was the Valar who "exiled" them for doing so.

Man, this is what I get for posting late at night. What I meant was that the Noldor were not just one day kicked out of Valinor. It was only after they pulled that little Kinslaying stunt that they were formally banished.

Yes, The Elves were exiles.
It began when Feänor wrought the Silmarils and Melkor began to lust for them. He wanted but knew he could not get them by himself so he made a pact with Ungoliant to attack Valinor and steal the Silmarils and they did so. And with it they destroyed the Trees of Light, which Yavanna made.
After this the Elves were outraged, especially Feänor. He announced he was going to get the Silmarils back and made an Oath, the Oath of Feänor, saying that he would not rest before he had the Silmarils back and killing all those who would oppose him to do so. Many others, including his seven sons, made this vow as well, and where ensnared in Feänor's Doom. They wanted to take the Teleri ships to M-e, but they didn't let them take it. So Feänor and his people slew the Teleri and stole their ships. This is the Kinslaying of Alqualondë, and was most grievous of all Elf-deeds. Mandos came to them and said they still had one chance to return to Valinor and live at peace there and told them that if they would proceed with this journey there would be great grief and losses uncounted. They didn't listen to him and thus became ensnared in the Doom of Mandos and were exiles.

If you want to know the whole story, please read the Silmarillion in which it is all told neatly.

greetings,
lathspell