Linaeve, that's a very good question - there are some threads about supplementary literature; if I find them I'll edit this post to add them.
A search for "David Day" either on this forum or Books should show up threads that deal with his works - in short, they are not entirely reliable and have much additional information that does not come from Tolkien.
I have found Humphrey Carpenter's Tolkien biography to be very interesting in giving his personal background, as well as the 'Letters', edited by Carpenter. As a reference book, I have Robert Foster's 'Complete Guide to Middle-earth' - good for looking up names, places and other facts.
Tolkien's short works, especially 'Leaf by Niggle' and 'Smith of Wootton Major', give a small glimpse into his heart, since they have an autobiographical touch - and they're easy to read quickly.
I also very much enjoyed Tom Shippey's 'J.R.R.Tolkien - Author of the Century' for insight into his writing; his 'Road to Middle-earth' also deals with literary aspects.
I'm working on the 'History of Middle-earth', but it does take time - I can feel with your dilemma about having so many things to read!
I hope you get lots of helpful answers!
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'Mercy!' cried Gandalf. 'If the giving of information is to be the cure of your inquisitiveness, I shall spend all the rest of my days in answering you. What more do you want to know?' 'The whole history of Middle-earth.. .'
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