Could it be
Maglor?
We left our homes
for the new lands. - obvious, Noldor left Aman
With my high hopes
I failed my friends. - erm... he wished to survive of the oath more peacefully then his brothers
Rain pouring down,
creature unknown
that brought us doom. - hmm... ok, no comments, I'm sure it could mean something, but I don't just feel like torturing my brain anymore
Now I am left to talk to myself.
What now to do? Sit down or play?
But the doom came: Forever stay. - Maglor's end alone in the shores, "bonded" to the Silmaril he threw to the sea and according to legends, always singing and playing by the seashore.
Any close?