The first of the races that Illúvatar created, the Ainur were described
by Rumil as "greatest is their power and glory of all
his creatures within the world and without"(HOMEI.52). Some of the
Ainur included Melko, Aulë, Ulmo and Manwë, but there were many more.
We know of these and some others because they chose to become a part of the world
after it's creation. These we know as the Valar.
Each of those who chose to live in the world had a particular affiliation
with one subject. For example, Ulmo was particularly interested in and knowledgable
of water, while the same was true of Manwë for the air. The Ainur who were
living in the world were the ones who had to finish its design.
Book of Lost Tales One (HoME.I) The
Book of Lost Tales Two (HoME.II) The
Lays of Beleriand (HoME.III) The
Shaping of Middle-Earth (HoME.IV) The
Lost Road and Other Writings (HoME.V) The
Return of the Shadow (HoME.VI) The
Treason of Isengard (HoME.VII) The
War of the Ring (HoME.VIII) Sauron
Defeated (HoME.IX) Morgoth's
Ring (HoME.X) The
War of the Jewels (HoME.XI) The
Peoples of Middle-Earth (HoME.XII)