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Oh, following your brother's logic, maybe he was the first of the Eldar born in Aman? I'm not sure of that.
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I'm at school so I don't have my books, but I remember reading in HoME that Tolkien wanted Feanor to be the first-born of the Eldar. All the older Elves (Finwe, Elwe, etc.) were never born, they just woke up. Tolkien thought that the significance of being the first naturally born Child of Eru in the world would perhaps partly explain his ridiculous potency.
In one of his drafts Feanor was actually born in ME and his mother died by falling off a cliff while the Elves were passing through the Misty Mountains (on their way to Valinor). But Tolkien didn't keep this of course and had Feanor born after the journey's end. I can't remember if the idea of Feanor being the first born stayed intact through this change in the story.