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I know the Silmarillion/Ainulindalė is Elven history, and their own legends may be different, but do you suppose that they were ever told (by some grumpy, malicious, or drunk Elf, perhaps) that they weren't planned?
How would that shape their outlook on life? Would that account for their desire to collect wealth, perhaps as a substitute for self-worth feelings? Would they have developed a suspicious attitude toward other races for that reason? Or would they have myths that postulated their being special, perhaps bonding particularly with Aulė as their maker?
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The answer to the first question is probably yes. The Elves are very insecure and
they feel the need to constantly reinforce their shaky (and ill-founded) feelings of superiority.
On a more serious note, I doubt that any amount of Elven legends would change how the dwarves viewed themselves. They'd had thousands of years (or the equivalent of years of the sun) to develop their view of the world and their place in it. Aule evidently gave some instruction to the original dwarves, although we don't know what that would have been aside from their language and telling them of their ultimate fate.
However, the possessive nature of the dwarves does seem to be at odds with the non-possessive nature of Aule.