Well, Kuru has chosen one extreme, and alatar has, in large part, followed him. Let me declare my own position. It will come as surprise to few, but it may provoke some duelling...
1. How do I best resist Morgoth?
Most answers so far have been of the "cringe, cringe, Dark Lord, don't hurt me and I won't hurt you, not that I even could" variety. I would dissent from them. Our prince is a Noldo, not some kind of Vanya! Of course, alatar, you're free to advocate shunning active resistance, but I don't see the point.
There is a Norse saying "A brave man dies once, a coward many times." Destruction will come to the Noldor, flee they ever so far. Best to weather the storm!
I suggest-build up grand alliances with Elves of whatever stamp, if at all possible. Swear an oath of mutual respect (like that sworn by the Greek princes of the Iliad). Foster connections with Men and Naugrim. With unity, the free peoples of Beleriand could have been greater than a thousand Valarin relief forces!
2. How friendly should I be with Thingol?
Stop short of actual homage-such a debasement might alienate subjects and Noldorin allies. However, offer Thingol help whenever he requires it, and send help even if he refuses it. Kinslayer or not, you need to prove your worth against the common enemy. Learn Sindarin and accept Sindar and Nandor subjects.
3. How far should I co-operate with my valiant, elficidal jewel-seeking relatives?
Sad though it makes me, I can see some of Feanor's sons, Celegorm and Curufin, are beyond the diplomatic pale. However, this should not hinder good relations with Maedhros and Maglor, the hunters Amrod and Amras, and even Caranthir-a wealthy and far-sighted ruler.
Do not attempt to claim Silmarils for self. Do not co-operate with Silmaril grabbers of any description. Do not help insane Silmaril-snatching expeditions led by the Sons of Feanor, unless they serve the wider purpose of defeating Morgoth.
5. What sort of site would be good for my kingdom?
I would be inclined to head east over the Ered Luin, or in the Ered Luin themselves. A mountain stronghold could be held with a network of caves beneath it. Co-operation with the Naugrim would therefore be essential. No Hidden City vibe, just hold the place by force of arms. Position it some way south of Himring so Maedhros faces your enemies before you do...maybe some manipulation of mountain rivers would add to defensive capabilities...
6. What do I do about Dwarves and Men?
Dwarves, as seen above, are vital allies, doughty in battle, excellent smiths and Dragon-slayers too. No height-jokes or Petty-Dwarf hunting.
As for Men, protect tribes dwelling in your region and they will be grateful, but maintain a certain distance. You really don't want them to get involved too deeply in your affairs. Their short lives stir up the Doom of Mandos.
7. What sort of culture am I ideally aiming for?
A grim, fell, taciturn people, skilled in siegecraft, engineering and swordplay. Not exclusively Noldor; Green-elves and Sindar welcome if they can stand mountain life and put up with Dwarves. Probably not that much in the way of romance, music or art, sadly. Trained to kill enemies of any sort that get too near.
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Among the friendly dead, being bad at games did not seem to matter
-Il Lupo Fenriso
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