Because the Sun, Moon, stars, and other objects orbited the planet in the cosmology of Middle-earth they were considered part of Arda, leading to Arda sometimes being called the 'Solar System' of Middle-earth. The term for the Earth itself, excluding these celestial bodies, was Ambar or Imbar.
Originally the Earth (Arda) was flat, the continents were surrounded by a mighty ocean (or perhaps by space), Ekkaia or Vaiya, the Encircling Sea, and separated by Belegaer, called the Great Sea and the Sundering Seas. In the First Age, the area in the northwest of Middle-earth was occupied by the country of Beleriand, but this was destroyed during the War of Wrath.
There was also a separate continent south and east of Middle-earth called the Dark Land. Another separate continent to the east of Middle-earth was the relatively small Land of the Sun, so called because when the world was flat the Gates of the Sun were near there, and it would be scorched.
Information regarding both was vague. To the south were the Hither Lands including Harad, though "Harad" means "South" and while properly used for the region immediately south of Gondor and Mordor was often loosely used to refer to every land to the south. There were many stretches of sun-scorched desert in Near Harad, but there was supposedly a jungle beyond it which few had ever ventured to, from which the great Oliphaunts were found. Men of Far Harad are also described as being black skinned. The vast lands East were collectively referred to as Rhûn, though this may have only referred to those immediately east of the Sea of Rhûn and River Running. The Easterlings, like the Haradrim, were a diverse collection of many races. There was even less knowledge of the extreme eastern end of Middle-earth, where the land was supposed to stop at another sea. It is known that in ancient times the great chain of the Red Mountains ran north to south near here, and was roughly analogous to the Blue Mountains of the west (the world was once symmetrical at the dawn of time). The race of Elves first originated near here, though their original home of Cuiviénen no longer existed by the Third Age. It is not known if the Red Mountains survived into the Third Age, either intact or in some reduced form (like the Blue Mountains). It is said that the Blue Wizards went far into the east of Rhûn and beyond to stir up rebellions against Sauron in the lands he held sway over, though the tales of these struggles never reached the west in detail. It is also said that the Blue Wizards may have failed in their mission; this is interpreted several ways, either that like Saruman they set themselves up as lords of men, or that like Radagast they started to care more for the local people they were charged with protecting than Middle-earth as a whole and then refused to return.
In the Second Age, Númenor was raised in the Great Sea for the Edain. This island existed through most of the Second Age, but was destroyed as a result of the pride of the Númenórean people in defying the Ban of the Valar and sailing to Aman in the west.
After the destruction of Númenor, Arda was made round. Aman (The Undying Lands) was taken out of the world, and could only be reached by the Elves, following the straight road that was granted to them. As Aman was taken away from Arda, new lands and continents were created east and west of Middle-earth.
Arda Marred also broke the design of Elvish immortality: in Arda Marred Elves slowly fade, until at last they are naught but wraiths. Only in Valinor was this fading delayed, which is one reason all Elves had no choice but to go to Valinor in the end. One of the special abilities of the Rings of Power was that they could delay time, and as such were used by Elrond and Galadriel to preserve their realms. After the loss of the One Ring the Elves had no choice left and therefore in the Fourth Age the last Eldar left for Valinor.
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