OromŰ was the first to find out that the Elder Children of Il˙vatar had awakened and that Melkor already knew of this and had begun to corrupt and enslave them. And when the Valar learned this from him, they held council and decided to put a stop to Melkor's evil influence on Middle-earth and the Quendi. And so Melkor was overthrown and taken captive and Utumno destroyed.
Then the Valar held council again and they debated whether the Quendi should be left free to walk as they would under the light of the stars in Middle-earth (the sun and the moon was not yet made), and with their gifts of skill to order all the lands and heal their hurts or whether they should be summoned to Valinor and gathered in the light of the TwoTrees. Finally the latter was decided.
Then OromŰ was sent again to Middle-earth and he chose ambassadors of them who should come with him and speak for their people in Valinor and these were IngwŰ, FinwŰ and ElwŰ, who afterwards became their kings. And they were filled with awe by the glory and majesty of the Valar, and desired greatly the light and splendour of the TwoTrees. And when they returned to Middle-earth they counselled their people to heed the summons of the Valar and remove into the West.
Many of the Quendi were willing to depart and to follow OromŰ, but many others were not willing to leave Middle-earth and the starlight and refused the summons of the Valar and those were called the Avari, the Unwilling.
Those willing to depart were arrayed into three hosts. The smallest was formed from the kindred of IngwŰ, which are called the Vanyar, or the FairElves. The second host were the kindred of FinwŰ, the Noldor, also called the DeepElves. The third and last host, which was also the greatest, were called the Teleri and they had two Lords: ElwŰ Singollo and OlwŰ, his brother.
Those three kindreds, the Vanyar, the Noldor and the Teleri, who began the GreatJourney are called the Eldar, or the Calaquendi (Elves of the Light). Some of the Teleri, who had begun the GreatJourney, tarried, got lost on the way or changed their minds and so remained in Middle-earth and hence never reached Valinor. The Calaquendi call those the ┌manyar (not of Aman) and the Moriquendi (┌manyar and Avari together), or the DarkElves (those who never saw the light of the TwoTrees).
The Vanyar were the first to depart and reach Valinor.