What's the Big Deal With the Undying Lands?

[The Saucepan Man]

When Men die they journey to the Halls of Mandos, which isn't in Aman.

The Halls of Mandos are in Aman. Elves (and, according to their own beliefs, Dwarves) go there when they die. After a period of time (depending on their deeds), their spirits leave and they are, in effect, "re-born". Men go beyond the Circles of the World when they die. Their fate is not known.