Most people have made this mistake of thinking Middle-earth is a particular kind of earth or is another planet of the science fiction sort but it's just an old fashioned word for this world we live in, as imagined surrounded by the Ocean.
J. R. R. TolkienYet at the last Beren was slain by the Wolf that came from the gates of Angband, and he died in the arms of Tinรบviel. But she chose mortality, and to die from the world, so that she might follow him; and it is sung that they met again beyond the Sundering Seas, and after a brief time walking alive once more in the green woods, together they passed, long ago, beyond the confines of this world. So it is that Lรบthien Tinรบviel alone of the Elf-kindred has died indeed and left the world, and they have lost her whom they most loved.
J. R. R. TolkienMany folk like to know beforehand what is to be set on the table; but those who have laboured to prepare the feast like to keep their secret; for wonder makes the words of praise louder.
J. R. R. TolkienWell, you can go on looking forward," said Gandalf. "There may be many unexpected feasts ahead of you.
J. R. R. Tolkien