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The history of the Mirkwood-Elves can be found in Unfinished Tales. I will provide a short summary:
Thranduil was the son of Oropher. Oropher was a Sindarin Elf of Doraith that refused to life together with the Noldor when the Elves of Doriath fled to the mouth of Sirion and later to Lindon. He wandered east and settled in the vale of Anduin in the woods around Amon Lac (later Dol Guldur). Since the Sindar had more knowledge the Nandor and Avari they found in the woods they established them self as leaders and Oropher founded a kingdom of the Wood-Elves in southern Mirkwood. In the course of the Second Age Galadriel for the first time lifed in Lórien and influenced the Wood-Elves of that realm. Oropher still didn't liked the Noldor and moved his kingdom to the Woods around the Mountians of Mirkwood to free himself and his people from Galadriels influence.
In the War of the Last Alliance Oropher led his people to the Battle at Dagorlad, but he did not acept the command of Gil-Galad. Thus he and 2/3 of his warrior were killed in an attack lunched to early. Thranduil who had taken part in the battle survived and after the war led the remants of the people bake to mirkwood. When in the third age Dol Guldur becam a thread he removed his realm further north. To the place we know from The Hobbit.
Since Thranduil's palace was in very many aspects similar to Menegroth we can assume that he was already born in Doriath and had seen the fortress of Thingol with his own eyes.
I hope that helps clearing the things a bit.
Respectfully
Findegil
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