[Olorin_TLA]

Valinor is where the Valar (the Guardians of the Earth; you could call them Gods, but they're not all-powerful, or creators of intelligent and sentient creatures - that would be Eru, who created the Valar) live, and with them many Elves. Some rebelled and left for Middle-earth to get revenge on Morgoth, the first Dark Lord, before the First Age, and as is seen in LotR many returned after the defeat of Morgoth in the First Age.

Technically nobody but Elves are allowed there...this isn't to exclude Men, but because Elves (and obviously the Valar) are immortal, they "age" much, much, slower than Men, and so in mortal Middle-earth all the things like trees, animals, etc, seem to Evles to die very soon after being born. In the Undying Lands (Valinor) everything ages more slowly, so it's basically running on the right "timescale" for Elves to feel at peace.
But if a mortal were to stay there, they would see themselves age and grow old whilst everything around them stayed young and hardly aged at all, even the animals; it would basically be very unfair, especailly from a psychological point of view, on the poor mortal, which is why they aren't allowed there.

Frodo etc however are allowed there as a special reward for all they did, and so all they have suffered may be healed in the land of the Valar. However, they would eventually die mortal deaths, but to avoid the aforementioned situtation, they would be able to choose when they died (like Aragorn was allowed), and so pass into the next life beyond the Circles of the World.

No mortal may retun from Valinor, bascially because they weren't meant to be there, and to the Elves, for the most part, it's like home, even if (in Legolas') case they've never seen it before...it just calls to them, in a manner of speaking. And so they don't want to leave - it's paradise, for Elves. [img]smilies/biggrin.gif[/img]