The case of Melian is discussed in an essay in Morgoth's Ring. I don't have time to look it up right now, but IIRC Melian's physical coupling with Thingol was described as an exception, a unique event, permitted because the birth of Luthien and thus of her descendants Earendil and the Houses of Elros and Elendil were part of the Divine Plan.
In earlier writings Tolkien conceived of the Valar as having children, notably Fionwe (later Eonwe) and Kosomot (>Gothmog) "son of Melko"; but he changed his mind and converted the Children of the Valar into the Maiar.
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The entire plot of The Lord of the Rings could be said to turn on what Sauron didn’t know, and when he didn’t know it.
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