While the Teleri were resting on their journey to Valinor, Elwë (afterwards called "Elu Thingol") chanced upon the wood of Nan Elmoth, and there found Melian the Maia, singing. He fell in love, and did not return to his people, so they went on without him. He and Melian later became the leaders of the Sindar, and dwelt in Menegroth in Doriath.
Ah, Thingol and Melian. They play a large role in the story of Arda, and Melian is one of my favourite Silmarillion characters.
"It is told that the Valar would leave their works, and the birds of Valinor their mirth, that the bells of Valmar were silent and the fountains ceased to flow, when at the mingling of the lights Melian sang in Lórien."
Not Lothlorien, but the gardens of Lórien the Valar, also known as Irmo. Melian is akin to Yavanna, and also has a love for growing things. It is said that she taught the birds to sing. Both she and her daughter have a strange tendency to go be lovely in a forest by themselves. Perhaps it hereditary (I believe Arwen was also caught dancing in a forest at times).
Elwë was leading his people (the Teleri) to Valinor, and they were taking a very very very long break in Beleriand. When gallivanting about, he chanced upon the wood of Nan Elmoth when he heard the voice of Melian.
"He forgot then utterly all his people and all the purposes of his mind, and following the birds under the shadow of the trees he passed deep into Nan Elmoth and was lost. But he came at last to a glade open to the stars, and there Melian stood; and out of the darkness he looked at her, and the light of Aman was in her face."
He took her hand "and straightway a spell was laid on him, so that they stood thus while long years were measured by the wheeling stars above them; and the trees of Nan Elmoth grew tall and dark before they spoke any word."
Failing to find Elwë, Olwë took up kingship of the Teleri and led them on to Valinor (except for the Úmanyar, naturally). Thingol and Melian became the king and queen of the Sindar, and with some help from the Dwarves, built their abode in Menegroth, the Thousand Caves. Speaking of elves living in the caves, the Mirkwood elves are, in fact, Sindarin, so their palace isn't that weird.
While Elwë, having seen the Two Trees, is counted among the Elves of Light, he did not return to Valinor and became the king of the Sindar. Also known as Elves of Twilight or Grey Elves. Elwë was renamed Elu Thingol (King Greymantle). He and Melian are Luthien's parents, and since Melian was actually one of the Maiar, Beren and Luthien's descendants (whether human or elf) have a special something in their blood.
(Lest there should be any confusion or matter of rights and whatnot, all quotes in this post are from the works of JRR Tolkien, unless otherwise mentioned. There may be slight errors, misspellings, or alternate punctuation in the quotes, and if you notice such, please inform me so that I can speedily remedy them.)
Summer in Doriath by Elena Kukanova: http://ekukanova.deviantart.com/
Thingol and Melian by Antti Autio: http://aautio.deviantart.com/
Thingol by Marya Filatova: http://filat.deviantart.com/
