|Other name(s)||The Undying Lands, Eressëa, The Deathless Lands, The Blessed Realm, The Uttermost West, Aman|
What do the Grey Havens have to do with all of this?
The Grey Havens are in a region of Middle-earth called Lindon. In the map at the beginning of The Lord of the Rings, it’s a coastal region all the way on the western side of the map.
But in the map of Tolkien’s Silmarillion, which largely takes place before the destruction of Númenor, Lindon is a tiny wedge of space beyond the map’s last eastern mountain range. Ilúvatar’s wrath drowned all of the lands that feature in The Silmarillion, turning Lindon into beachfront property overnight — and into the closest ocean shore to Valinor.
So, shortly after that cataclysm, surviving elves in Middle-earth — mainly a faction who had originated in Valinor and traveled back to the main continent thousands of years before for reasons that pretty much make up the core plotline of The Silmarillion — founded the Grey Havens as an ocean port specifically for sending ships over the Straight Road back to Valinor.
Still, many of those elves hung around for a long time afterwards. At that point, they’d spent a lot of time struggling for peace in Middle-earth, and they felt tied to the land and their allies there. But on an immortal’s timescale, nothing lasts forever except your own lifetime. By the era of the War of the Ring, many of the elves in Middle-earth were starting to feel a little obsessed with the western sea.
Even Legolas, born in an elven society where no one had ever actually been to Valinor, talked about feeling an instinctual calling to travel there in The Return of the King. Well, actually, he sang about it, but that’s elves for you:
Frodo and Bilbo sailed west with the elves, does that mean they’re immortal?
Tolkien wasn’t really explicit about that, but probably not. Immortality is a facet of the Elven race, not something conferred by Valinor itself. It’s probably better to think about Frodo and Bilbo (and Sam and Gilmi)’s invitations to board a boat at the Grey Havens as the gift of a very, very nice retirement in recognition of services rendered to the safety of Middle-earth and thus the goals of the Valar.
The Valar, the Guardians of the World — angelic beings appointed to oversea and protect the abode of the Children of Ilúvatar — invited the earliest Elves to join them in Aman, the Blessed Lands, where the Valar and Maiar could watch over and protect the Elves from the depredations of Morgoth and his evil creatures. Only some of the Elves accepted this invitation; those who rejected it became the Avari, the “Unwilling”. In time, after Morgoth was defeated by the Host of the West in the War of Wrath, the Valar once again summoned all Elves to sail over Sea. This time many Elves who had been left behind in Middle-earth accepted the summons.
Some readers have asked if this is equivalent to an Elf heaven. I would say not, for heaven is defined to be the abode of God (Ilúvatar). The Elves are destined to remain a part of the physical universe until its end; hence they cannot pass to heaven at least until Time and Space end. For this reason the Elves fear that they may cease to exist when Time finishes its full tale.
The Elven ships that leave Middle-earth can thus only take them to another part of the physical universe, which Tolkien named Ea. Mythologically Aman was part of the same world as Middle-earth (“the habitable lands of Men”) until the Numenoreans rebelled and invaded Aman. Hoping to seize the gift of immortality for themselves, the Numenoreans brought down the wrath of Ilúvatar, who changed the world forever.
The earliest Elves to reach Aman were granted lands on the eastern shore of Aman in the Bay of Eldamar. They built two cities there: Tirion upon Tuna and Alqualonde. However over the course of many years most of the Vanyar and many Noldor passed west into Valinor, the land of the Valar, and built homes there. After the War of Wrath the now-forgiven rebellious Noldor who had left Aman and other Elves of Middle-earth were given the island of Tol Eressëa, where they built the city of Avallonë on the eastern-most shore.
ANSWER: The Elves of Middle-earth were doomed to “fade”, to become disembodied spirits incapable of interacting with the physical world, except by “magical” means. It was primarily for this reason that the Elves of Eregion made the Rings of Power, hoping to defer the time of fading and to restore or interact with Elves who had either already faded or who — having died in Middle-earth and refused the summons of Namo — had remained in Middle-earth after losing their bodies.
Why are the Elves going to the Undying Lands?
Why are the Elves leaving in Lord of the Rings?
Do all Elves leave Middle-earth?