Ah, if only J. R. R. was here...
Actually, I find this not knowing somewaht fun and refreshing! I believe that "the West" is in fact The Undying Lands, but I also think that Galadriel and Celeborn met in Doriath. In the Noldor rebellion in Valinor and the pursuit of Melkor, Galadriel is described (imho) as being a young, strong, independent and not-yet-affiliated-with-anyone Noldor princess.
Of course, this is just the way I see it, but that is the beauty of Tolkien's works: so many mysteries still unsolved, and our entire - collective perhaps? - imagination to ponder and dream about it...
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A cry for the people, but there's noone there to hear...
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