I would echo the above, try to read The Silmarillion. Not only does it give a wonderful description of the creation of Eä, you also get the background to the history of the races of M.E.
If you like the Elves, then you will become immersed in their past deeds (and understand the characters of Galadriel,Elrond and co. much better)
I also like the "family trees" which help keep clear the relationships between the various Elven kindred.
I'm a big fan of the Silm...can you tell?
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