Aman
Aman was the western continent in Arda settled by the Valar. It was created when Melkor marred the world, and it was removed from Arda at the end of the second age, when the world was made round. Aman was bound by Ekkaia, the outer sea that circled Arda, and Belegaer, the Great Sea between Aman and Middle Earth. Aman was once connected to Middle Earth in the northeast by the Helcaraxë, a treacherous ice sheet..
After the Valar’s previous haven on the island of Almaren was destroyed, they fled to Aman and established the realm of Valinor. For future reference, I would like to point out that Aman is the continent, while Valinor is the realm. The Valar wanted to be isolated, so they raised the Pelori, the tallest mountain range in Middle Earth, to act as a fence. To the west of the Pelori was the inner plains of Valinor, and there were also cities along the eastern coast. There were also two wastelands; Araman and Avathar, to the north and southeast respectively.
The chief city of Valinor was Valmar, where the Vanyar and Valar lived. It was located in the center of Aman near the Two Trees. The major city of the Noldor when they lived in Valinor was Tirion, located on the hill of Tüna, in the valley of Calacirya. Calacirya was the only opening in the Pelori, located at the center of the mountain range. Alqualondë was the major city of the Falmari (Teleri living in Aman). It was located on a bay on Aman’s eastern shore. Other Falmari cities were on the island of Tol Eressëa in the Bay of Eldamar.
Each of the Valar had an area where they resided. Yavanna lived in the Pastures of Yavanna. Oromë lived in in the Forests of Oromë to the northeast of the pastures, where he hunted animals. Nienna lived in her halls to the far west. Mandos’s halls were to the south of Nienna’s. All people living in Arda went to Mandos’s halls, where he lived with his wife Vairë. Estë lived on her island in Lake Lorellin, which was north of the Gardens of Lórien, Estë’s husband. North of the lake were the Mansions of Aulë. Finally, to the northeast of those mansions was Mount Taniquetil, where Manwë and Varda lived.
After the Two Trees were destroyed by Melkor and Ungoliant, the Valar took defensive measures by raising the Pelori even taller and creating the Enchanted Isles, which blocked Valinor and whoever set foot on them would fall asleep forever, save Eärendil and Elwing. At the end of the second age, the Valar removed Aman from the newly round world, and made them only accessible to those who new the straight path.