The Ainur :

The primordial spirits,who existed with Il�vatar and with Him created the world through the Music of the Ainur.After the creation of Arda,many of the Ainur descended into it to guide and order its growth;of these there were fifteen more powerful than the rest.Fourteen of these great Ainur became the Valar,or Powers of Arda.The fifteenth,Melkor,turned aside from that path and became the first Dark Lord.The many lesser Ainur that accompanied the Valar into Arda are known as Maiar.
Gods :

A name wrongly given by Men to the Valar.While Tolkien states that Men have 'often' called the Valar gods,in fact the term is very rare in his books;it is most prominently used at the debate of Estolad, where the Men newly arrived in Beleriand dispute whether or not to remain.This is natural,of course; they had not at this point been tutored by the Elves in such high matters.It is tempting to suppose that 'Men have often called them gods' refers to the years after the end of the Third Age and might even suggest equivalences between the Valar and mythological gods of later times,such as those of the Greeks or Vikings.This cannot be correct,however;the Valaquenta represents a very ancient text within the context of The Silmarillion,probably dating from the mid to late First Age and therefore can only refer to the Men of those times.
Holy Ones :

The host of spiritual beings brought into existence by Eru Il�vatar before the beginning of the World.The Holy Ones were better known by their Elvish name-Ainur-of which 'holy ones' is the English translation. These Ainur were the agents through which Il�vatar created Arda,through their making of a Great Music but that Music and the World that sprang from it,was marred by Melkor.After seeing a vision of the new world,many of the Holy Ones desired to bring it to fruition and bound themselves to it to guide its formation and growth.The most powerful of these became the beings known as the Valar,while the many lesser spirits that came to their aid were the Maiar and perhaps other orders as well.Ranged against them were others,who had in the beginning been Holy Ones themselves but who had fallen into darkness:the Dark Lord Melkor,his mighty follower Sauron and many corrupted Maiar,including the demons known as Balrogs.
All information is thanks to the Encyclopedia of Arda and the Annals of Arda.
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