The first home of the elves is by an inland sea named Cuiviénen. Morgoth (the Great Enemy) finds them and starts causing trouble, so the Valar (powerful angelic beings) take him prisoner and offer to let the elves live with them in the Undying Lands, which are lit by two magical trees.
Three groups of elves set out on the journey, led by Ingwë, Finwë, and Elwë Singollo. Elwë disappears with a Maia (lesser angelic being) named Melian and many of his people break off the journey to look for him. His brother Olwë leads the rest on.
The elves who complete the journey settle in the Undying Lands. Finwë helps establish the city of Tirion for his people (the Noldor) and gets married to Miriel. Unfortunately, she dies soon after the birth of their son Fëanor. Finwë remarries Indis (to the dismay of his spoiled son) and has two more sons: Fingolfin and Finarfin.
Fëanor has seven sons (Maedhros, Maglor, Celegorm, Caranthir, Curufin, Amrod, Amras)
Fingolfin has two sons (Fingon, Turgon) and a daughter (Aredhel)
Finarfin has four sons (Finrod, Orodreth, Angrod, Aegnor) and a daughter (Galadriel)
Despite the tension between Finwë's sons, things remain peaceful for quite a while (probably due to Fëanor's tendency to explore rather than remain in Tirion)
--Episodes one (Mothername) and two (Galadriel's Tree) take place--
After a few millennia, the Valar let Morgoth out on probation. 'Coincidentally', the feuding between Fëanor and Fingolfin increases, and the Noldor become less positively disposed towards the Valar.
--Episodes three (Light of the Trees) and four (Celegorm's Horse) take place during that time--
Fëanor makes the Silmarils.
The tension comes to a boiling point.
Fingolfin informs Finwë that Fëanor disapproves of his decision to come to the undying lands. Fëanor replies by drawing his sword.
The Valar give Fëanor time to cool off (a few decades banishment from Tirion). Finwë follows him into exile, leaving Fingolfin in charge of Tirion. Morgoth is nowhere to be found.
Fëanor is ordered to attend a great feast, where he tentatively makes peace with his brother. Morgoth attacks, then flees before the Valar can catch him. Fëanor discovers that Morgoth has taken the Silmarils and killed his father.
Fëanor returns to Tirion before his banishment is over and urges the Noldor to follow him back to Middle-Earth and recover the Silmarils.
--Episode five (Saying Goodbye) takes place during the following events--
He realizes you need ships to cross the ocean and attempts to negotiate with Olwë (now lord of Alqualondë), whose people are skilled shipbuilders. When this fails, he takes the ships by force. Due to this Kinslaying, The Noldor are given a choice between immediate return and permanent exile.
Only a few turn back, most notably Finarfin and his wife Eärwen daughter of Olwë. Their children press on.