To be precise, Middle-earth (also called the Hither Lands, the Great Lands or in Quenya Endor) is the continent in the middle of BG's Map of Arda, between Belegaer and the East Sea. Rhûn (the region north and east of the Sea of Helcar) and Harad (the southern sub-continent that looks vaguely like Africa) are parts of it, as was Beleriand (west of the Blue Mountains) before its drowning at the end of the First Age. The south-eastern continent (the Dark Lands) used to belong to it as well, if I remember correctly, before Morgoth overthrew the Lamps of the Valar and the lands were broken.
(Sometimes the name 'Middle-earth' is also used to mean the entire sub-created world of Tolkien's Legendarium, including Aman, but this is more properly called Arda.)
And Zil is right, this is more a subject for N & N.
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Und aus dem Erebos kamen viele seelen herauf der abgeschiedenen toten.- Homer, Odyssey, Canto XI
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