Elves were the first beings (besides the Valar) in Middle Earth. Elves are immortal, which means they do not die of age, an elf, however, can die if killed in battle, a heart break, or as J.R.R. Tolkien wrote in his notes, if an elf is raped or something just as horrible happens, they can die.
Elves are split into different groups.
Moriquendi (Dark Elves) - These were elves that did not cross the Great Sea, such as Thingol
Caliquendi (Elves of Light) - These were the High Elves, the Elves that had lived or did live in Aman, and had crossed the Great Sea.
Teleri (Lindar) - These elves eventually became Sindar Elves and Nandor Elves. They did not leave Middle Earth.
Sindar (Grey Elves) - This applies to all Elves of Telerin origin. They are not Dark Elves, nor are they Elves of Light, but are Elves of Twilight, Grey Elves.
Nandor (Green Elves) - Means: 'Those who turn back.' These elves refused to cross the Misty Mountains, but followed Denethor (the first Denethor) over the Blue Mountains, and dwelt in Ossiriand.
