F1: For the history of the Elves, read "The Silmarillion" by JRR Tolkein. This is the first (and best) book ever written about Elves, and every writer of Elven lore that followed was inspired by Tolkein's writings.
F2: Tol Galen (which means "The Green Isle") was in southern Ossiriand on the river Adurant. It was here that Beren Erchamion and Lúthien dwelt after being returned from the Halls of Mandos.
F3: Elwing was Elurín's sister, who had escaped Doriath with the Silmaril. She wed Eärendil the mariner and they sailed to Valinor to try and convince the Valar to save Arda from the dominion of Morgoth. The Valar hallowed Eärendil's ship Vingilot, and set him upon it to sail the heavens as a star, with the Silmaril upon his brow. This was the portent that told The Elves of Arda of the coming of the army of the Valar.
F4: Aulë was the Blacksmith of the Valar. His domain was the earth and rock, and delighted in things created by hand. Telperion was one of the "Two Trees" of Valinor, which gave light to the world before being destroyed by Morgoth and Ungoliant.
F5: The "Doom of Mandos": During the flight of the Noldor from Aman, they asked the Teleri for use of their ships to sail to Arda. The Teleri refused, and the Noldor attacked them and took the ships. Mandos appeared on the hilltop and cursed the Noldor for the slaying of their Elven kindred, saying that they would "suffer in all their wars and councils from treachery and from the fear of treachery among their own kindred". Anyone that desired to posess the Silmarils would also be subject to the "Doom of Mandos".
F6: The Valar sent Maia in the guise of men to combat the re-appearance of Sauron. There were five Istar: Gandalf, Saruman, Radagast, Alatar, and Pallinor.
F7: Here the story goes to the realm of "Daggerfall", still one of the best CRPGs ever produced. The "EC story" page has more on this.