After the War of the Valar against Melkor much of northern Middle-earth was broken, and then Oromë returned to take the Elves with him into the West. The majority of the Elves departed and were called Eldar, but a part remained behind, becoming known as the Avari (The "Refusers"), in the Sundering of the Elves.
Oromë guided the Eldar north of the Sea of Helcar, passing under the smoke of the ruined Ered Engrin. Some Eldar fled in fear, and disappeared from history, perhaps merging back with the Avari. Later the host passed through a great forest (the later Mirkwood), on the path where later was the Dwarf Road, and then long waited at the shores of a Great River (Anduin) while Oromë sought a way to get them over the Hithaeglir mountains, which were much higher in those days.
When Oromë returned, having found (or forged) the High Pass (where later was built Rivendell), most Eldar went on, but a group remained behind under their leader Dan (or Lenwë), becoming known as the Nandor.
The remaining Eldar passed north of the immense forests that covered all of Eriador, along a route that would become later the Great West Road (that ran through Arnor). Finally the Vanyar and Ñoldor crossed the Ered Luin and reached Beleriand, while the Lindar still lagged behind in Eriador. For this reason they became known as the Teleri (The "Last").
The Vanyar and Ñoldor were ferried across Belegaer on Tol Eressëa by Ulmo, while the Teleri finally entered Beleriand. When Ulmo returned for them the greater part of the Teleri finally crossed Belegaer under Olwe, but a part remained behind again looking for their king Elwe, becoming the Sindar.