While Melkor/Morgoth is usually recognized as evil (see Draco in Leather Pants beneath), the Valar are often cited as morally ambiguous or outright in the Knight Templar territory. The reason why it's not Ron the Death Eater is because Tolkien did originally write the Valar as more morally ambiguous, before rewriting them to be more angelic.
Celegorm. Oh boy. What exactly were his intentions with Lúthien? Did he intend to wed her (and therefore, ultimately have sex with her) entirely against her will, or did he in his arrogance believe Lúthien would come to love him back? Why he was ready to let Finrod, his cousin, to die like that? Was it all for the greater good, or for his own glory? What was the nature of his relationship with Aredhel? And these are just the starting questions...
Curufin. What made him and Celegorm turn against their cousin in such heartless way? Was it fear of Morgoth and of the destruction of all the Elven realms - they were living as refugees with their people themselves at that point, thanks to Morgoth overpowering all the Noldorin might in the Battle of the Sudden Flame. Was it ego and pride of their elder house, and wish to see it restored back to power - as some of the Sons had not agreed with Maedhros turning down the crown of the High King.
Cargo Ship: Fëanor loves those Silmarils more than anything. So does everyone else apparently, even Morgoth.
Melkor, later known as Morgoth Bauglir, began life as one of the Valar, but his spite and arrogance precipitated his steady downfall into evil. Beginning by destroying the great lamps of Valinor and creating the pits of Utumno, Morgoth takes as many races as he can and personally enacts hideous, unspeakable tortures upon them until all that remains are grotesque perversions that he can use as his servants. Following his first defeat, Morgoth repays mercy with treachery, destroying the world trees, killing the king of the Noldor elves and stealing their treasures, leading to the deaths of thousands of elves when they pursue him, before setting up his base of operations in Middle-Earth. He delights in corrupting men into darkness, manufacturing and playing off corruption in their hearts to set them against each other and their allies. His "crowning achievement" is tricking and beguiling the first men into swearing an oath of eternal fealty to him, meant to enslave the race forever in body and spirit; mortality is considered a gift for Man, as normally souls of Men leave Arda and Morgoth's grasp. Morgoth launches brutal campaigns of slavery and genocide, including the destruction of Gondolin, the most beautiful and proud elven city, whose citizens are saved solely by the heroism of the city's warriors. He also tries to rape the elven princess Luthien out of nothing more than cruel lust. At one point, he condemns a man to horrible torture and then enacts a curse to see his children grow, suffer horribly and be rejected by both life and death, solely because the man dared to defy him.
Morgoth's Bastard UnderstudySauron is a demonstration of how those who were once noble can fall to great evil. Sauron was once a noble Maia who was swayed to Morgoth's side. Over time, Sauron's noble intentions for the world were replaced with vanity and lust for power. In the First Age, Sauron convinced a man to betray his comrades, showing him a vision of his beloved wife... once the man did what Sauron asked, Sauron revealed she was already dead and had his hapless pawn tortured to death as he had promised to reunite them. Upon capturing the hero Beren and his companions, Sauron placed them in his dungeons where he allowed his werewolves to slowly pick the group off, one by one, to torment the survivors. After the defeat of his master, Sauron fled to Numenor, assuming the fair form of Annatar, the Bringer of Gifts and seduced Numenor towards darkness and evil until it was a Morgoth-worshipping theocracy that practiced human sacrifice. This was an act so unholy, Eru Illuvatar, the equivalent of God, stepped in to destroy Numenor. Even then, Sauron was not done, and tricked the other races with the Rings of Power, forging his master ring to enslave all that lived. In the Third Age, he embarked on a genocidal war for conquest, seeking only to feed his lust for domination and megalomania
The Silmarillion, in fleshing out the history of Middle-Earth, paints the picture of a world which is an irreparably broken shadow of its former glory that will continue to backslide until a Ragnarok-alike event in the far future wipes the slate clean. It's understandable if this colors your enjoyment of The Hobbit and The Lord of the Rings somewhat.
More specifically, isolated stories/events in the overall history of Arda (Tolkien's 'verse) have endings that vary between depressingly and pointlessly tragic to highly uplifting—but the overall pattern is unmistakable. In almost every way, things used to be SO much better than they are now, and even major victories are (in the big picture/long run) simply putting an (often temporary) end to a great evil that has already done tremendous, irreparable damage to the world and civilization. So when the pattern repeats itself, the world (and civilization in general) starts out in an increasingly worse state than before, and ends up even worse than that by the end of the arc. Nothing quite like seeing what an endless cycle of Pyrrhic Victories over a world's entire history does to it, eh?
Fëanor. So, so much. Possibly because (as Jerkass Woobie notes below) despite making things far worse, and being a total dick, he was also a badass.
Maeglin gets it too, though not as much. Even though he betrayed his city to Morgoth, lusted after his cousin, and tried to murder her seven-year old son.
So does Morgoth. Apparently, he looks like The Woobie for some. There is even a major Russian fanfic, The Black Book of Arda, that was even pirate-published as a book, that retells Silm from Woobie!Melkor's viewpoint. Alternately, Melkor and Mairon before they corrupted themselves into Morgoth and Sauron and lost theirgood looks.
Readers will tirelessly insist the elves are completely incorruptible and all their wrong doing can be justified. Obviously their genocides, child killing, refugee butchering, and stealing the Petty Dwarves' land count for nothing. Those readers usually cite The Lord of the Rings more than The Silmarillion.
Eöl, of all people. Nevermind that he was a controlling Jerkass who deliberately got his wife lost (so she'd have to stay with him), or that he refused to let her leave the forest or go out in daylight, or that the circumstances of their marriage are Questionable Consent at best (the best the text can do is to say Aredhel was "not wholly unwilling", and that her life "was not hateful to her")...and that's before he tries to kill his son, and kills Aredhel instead. He (and his marriage) still have defenders.
The Kings Men of Númenor have quite a few readers who insist their actions are at least justifiable, if not admirable. This usually takes the form of blaming the Human Sacrifice and Morgoth-worship entirely on Sauron, and ignoring both their willingness to listen to him despite him being their enemy, and that the Númenoreans had been oppressing their fellow Men in Middle-earth (in a way thats doubtless meant to evoke the atrocities of the Congo Free State or the Triangular Trade) long before Sauron was brought to their shores. Granted, at least some of this is due to these fans thinking the kings have good arguments against the Ban of Valinor, which the Valar and Elves cannot answer.
Nerdanel. The amount of fanfiction and fanart she has received is in no proportion to the very limited pagetime she has in the published Silmarillion.
The same goes for Idril Celebrindal. Despite her brief time on page, she is the single reason why anyone made it out of the city of Gondolin alive. She's also got a good deal of description on her appearance for the book, making it easier for cosplay and fanart.
To a lesser extent, King Azaghâl of the Dwarves is quite famous for his epic showdown against Glaurung the Deceiver during the Battle of Unnumbered Tears. This despite the fact that showdown is essentially the extent of the character's appearance.
Gateway Series: This is basically a rite of passage for any serious Tolkien fan. While not everyone who reads the book has the patience or willpower for the hardcore notes, family trees, conjecture, and scholarly work with Unfinished Tales or The History of Middle-Earth, it's still a great crash course of the mythos.
During the creation of the world, Melkor is constantly undoing the work of the other Valar. They raise mountains, he smashes them. They make bodies of water, and he fills them in. He was basically Arda's equivalent of a griefer on a Minecraft server!
Aredhel leaves Gondolin and winds up having a son with Eöl, but is forced to stay with him for so long that their son grows to manhood before they can escape, and when they return to Gondolin, because Elves are immortal, Maeglins cousin is still considered close enough in age that he lusts after her, Idril still being young and there being no indication that any time had passed within Gondolin at all. Its kind of like how The Simpsons or Family Guy treat their Floating Timelines.
Glorfindel/Ecthelion is quite popular on Tumblr as well, mostly in the form of fanart.
Túrin and Beleg also have a following. Beleg's devotion, Túrin long lasting Heroic BSoD and heartbreak, and the fact that there's canonically three kisses between them, (though two of those are after Beleg's death), doesn't really do much to dissuade people.
And then there's Melkor/Mairon, affectionately named Angbang. That Melkor "seduced" Mairon to evil helps.
Fëanor crosses it when he leads a shocking massacre of the Elves who dared refuse him use of their ships.
Melkor, being the one responsible for the existence of evil in Eä (as it is, not just as a concept, but as a power. Evil in Eä comes from his power and his essence), had an entire existence dedicated purely to the propagation and expansion of evil and destruction. But to pinpoint a few examples in which he surpassed himself in malevolence:
Pouring his essence unto Arda, ensuring the world and the universe would be marred with evil until the end of it's existence.
In the round world version, he ravishes Arien while trying to get the light given by her by Varda (who received it from Eru), ruining the sun and contaminating Arda with his act.
In the plane world version, the collapse of the two lamps.
Manipulating the Noldor against one another, seeding discord and mistrust, culminating in Feanor raising his sword against Fingolfin. While this seems tame compared to many of his other acts, it must be considered that doing it he betrayed the trust of his brother Manwë, the Valar, and the Noldor, whom had decided to trust him and give him a new opportunity. Also this would be the seed of many catastrophes which would occur in the future.
The destruction of the two Trees, the killing of Finwe and the theft of the Silmarils. This is when Melkor is named Morgoth by the elves, and becomes irredeemable in the eyes of the Valar, who had given him an opportunity to repent himself, turning himself to evil forever (he had already done it in his heart long before, but this was unknown to Manwë).
His desire to rape Luthien, is considered by Tolkien the most evil thought Morgoth ever had.
His cursing of Hurin and his entire family is Morgoth's pettiest act against anyone in Arda, and an absolute low for him. All for his wounded pride because Hurin stood up against him, defying him and calling him liar. Also, tying Hurin for more than 20 years to a chair and forcing him to watch from Thangorodrim the lives of his children's being destroyed little by little.
The creation of the Orcs is described as "the vilest deed of Melkor" and it's hard to think of any way he could have been redeemed after that.
The best or rather worst examples from a side other than Morgoth's are undoubtedly Celegorm and Curufin, however. They boast such great feats as: being the only elves we know of to ever try to forceLúthien to marriage and attempt to trample Beren and then kill him out of spite even after he spared their unworthy lives, plotting to have Finrod (their first cousin on their father's side) killed so that they can take his kingdom and actually encouraging the SecondKinslaying as a direct result of failing to get Lúthien. And yet, after all that, they are still unquestionably, absolutely, utterly against Morgoth while being every bit as vile as his servants.
Maeglin is known as the only elf ever to betray his people and make a pact with Morgoth after being promised Idril's hand and led the Angband troops to Gondolin causing the destruction of the once indomitable city and the slaughter of lots of his fellow elves. And even then he tried without any remorse to murder young Earendil personally and fought Tuor until Tuor threw him into the ashes of the city that he caused.
Sauron's whole existence into Ea was wrought with foulness and uncleansable atrocities against life, and as such it is not possible to determine one particular deed. There are many egregious examples and the reference to them only attests to the futility of singling out just one:
Helping Morgoth create the orcs.
Betraying Gorlim in an unnecessarilly cruel and petty way.
Torturing Beren, Finrod and their crew of elves which ended with them feeding them to his werewolves one-by-one.
Deceiving the elves into creating the rings. Which got topped by the brutal torture and murder of Celebrimbor who sabotaged this plan.
Corrupting and driving Numenor to destruction.
And all those are only the more individual reminders to the fact he was already the main lieutenant of Melkor/Morgoth, and helped wage a war against the Eldar and the Edain, collaborating in the mass-murder of hundreds of thousand of them, and that is before he rose again as the second Dark Lord, where he became responsible for all the evil things in the world for almost 6 milleniums. Tolkien himself pointed out that he was only lesser in evil to his master on account of serving for long someone else other than himself.
Isildur. He performed many great and heroic deeds in his life, not least saving the White Tree and defeating Sauron. Nevertheless the White Council (and real life Tolkien fans) remember him mainly as the man whose hubris allowed Sauron to survive, completely forgetting the good things he did before his Moment of Weakness.
Thingol was a genuinely reasonable king who cared about his people and his wife and daughter, but most of his detractors come from his bigotry towards Men, and specifically sending Beren on a suicide mission, even though he learned his lesson and got better after that.
Caranthir is mostly remembered by his angry outburst towards Angrod. This is enough for some people to consider him equally evil to Celegorm and Curufin. While he certainly didn't have great diplomatic talent, you really can't compare his behaviour with everything Celegorm and Curufin did in Nargothrond. Otherwise, he doesn't seem worse than, say, Amrod and Amras (the Silmarillion version at last) and his later rescue of Haleth's tribe and his allliance with Ulfang's people show that he revised his racist beliefs to some point at least.
"Earendel" is an old Northern European name for a god or a star or something along those lines. It seems to be one of those words that stick in people's heads: names like Earendel/ Horwendill crop up in the oddest places, including the works of James Branch Cabell and John Fowles's The Magus, and Frozen, for that matter.
The Darker and Edgier narrative Deconstruction of typical fantasy novels. While they tend to be praised for subverting what seems like a simple good vs. evil story of Tolkien's writing, more often than not they're specifically thinking of The Lord of the Rings. Reading the Silmarillion for the first time, several may be surprised to find a bleak, depressing story where the forces of good are fighting a slowly losing battle, several characters are some flavor of anti-hero or another, a distressingly large number of elves are imperialistic, genocidal racists that still oppose the forces of evil, humans fight to live short, violent lives in a world that's doing everything it can to kill them, and ambiguity and pragmatism is the rule, not the exception. Most coming in to read a prequel to a work that's commonly seen as somewhat simplistic and sappy nowadays don't expect a tone and setting more akin to Berserk.
Azaghâl shows up in exactly one scene of the Silmarilion: during the Battle of Unnumbered Tears. And yet, his role (essentially saving Noldor from being wiped off the map by holding off an army of dragons) is quite memorable.
Ancalagon is there for a handful of paragraphs, demonstrates no personality to speak of, and gets killed, but his status as the strongest dragon in the Legendarium and possibly one of the largest dragons in fantasy fiction (if the accounts of him breaking the mountains are anything to go by) has given him a good deal of fame—even more than Glaurung, who is far more notable to the story.
Selfish Evil: Melkor stole the Silmarils and kept them from Ungoliant out of raw irrational greed, despite the fact that they painfully scarred his hands and burned all things evil that touched them.
Strawman Has a Point: Eöl, being one of the Dark Elves who chose to remain behind in Middle-Earth rather than sail West to the Valar, hated Fëanor and the Noldor who fled Valinor and invaded Middle-Earth, and in doing so killed Elves of Eöl's kin. Let's face it; a lot of the Noldor are blatantly racist, xenophobic and dismissive of pretty much all of the races who either stayed behind in Middle-Earth or awoke after the majority of the Elves left for Valinor. Thus, Eöl refuses to cooperate with Gondolin or the other Noldor states, and allies with the Dwarves and (presumably) the Green and other Dark Elves.
They Wasted a Perfectly Good Character: Ungoliant. She poisoned the Two Trees, devoured their light, produces an extremely potent darkness that could keep Tulkas at bay, nearly defeated Morgoth himself, survived the subsequent retaliation by the Balrogs, and mothered countless demon-spider hybrids (including Shelob). You would think these infamous deeds would qualify her as a major character in the story, right? Nope, she slinks off from the story unscathed, and is never seen again. Instead, it's only speculated that she devoured herself later on. Then again, she might still be holed up somewhere in the South.
What Measure Is a Non-Badass?: Beren is certainly a badass, but his contributions to the quest for a Silmaril are... less than heroic (though no doubt courageous). He immediately gets captured (so Lúthien has to save him), had no plan on how to get into Angband (so Lúthien did it for him), got his stupid hand bitten off (so Lúthien had to heal him) by Carcharoth, which also caused an epic wave of destruction in its wake, then later got his ass handed to him again by the same monster (so Huan killed it instead and Luthien had to bargain with Mandos to bring him back). It's also important to remember that he was a mortal surrounded by gods, demigods and angels/demons in that quest. Prior to that, he fought a one-man guerilla war against Morgoth's forces for several years with only woodland creatures for allies, like some combination of Batman/Snow White. And he did it so well, his head was worth the same bounty as that on the High King of the Noldor. In a quest full of some of the most legendarily badass elves on record, a God of Evil opposing them, and several unique beings that existed in this time only, it's hard not to be Overshadowed by Awesome.
Maglor. By the end of the Silmarillion, he knows that nothing good has come from their oath, and wishes to ask forgiveness from the Valar. Maedhros talks him into one more attempt to take the Silmarils by force. It ends poorly.
Celebrimbor. He desperately wanted to rebuild his people to their former glory. For his efforts, he was seduced by Sauron, tricked into making the tools of his conquest, and killed after long torture.
Jerkass Woobie: Fëanor, so much. He gets a lot of sympathy and apologetic fans for someone whose actions directly set in motion a series of events that led to so much suffering and death, including genocide and a world-shattering cataclysm. This is because as well as being an asshole, he was a total badass and unlike every other elf in the story, his life in "paradise" was full of sad occurrences like his mother's death, his manipulation by the local God of Evil Melkor and the murder of his father.
Stoic Woobie: Maedhros. Bein opg tortured at the hands of Morgoth and Sauron, losing a hand, most of his family (including Fingon, who meant a lot to him), and being the only known Elf to ever commit suicide qualifies him for woobie status. Letting absolutely nothing of this show through (aside from a few instances) got him the stoic part.