When elves die, their spirits travel to the Halls, where they rest for a time as disembodied shades. Most of them are then returned to corporeal form and rejoin all the other elves living in Valinor.
All those Elves who never reached Valinor are "Dark Elves." In the First Age, the Sindar viewed the term "Moriquendi" as offensive, so the Noldorin Exiles gave the name Úmanyar ("Those not of Aman") to those who started the journey but did not finish it.
Although in the latest version of the story, Galadriel's story changed significantly, far from joining Fëanor's rebellion, she opposed him in nearly everything. And that she wished to leave Valinor and go to the vast world of Middle-earth, to give free rein there to her talents.
Certain Elves were once cursed by Doom of Mandos preventing them from returning to Valinor, including Galadriel. According to the lore, the curse would have been lifted by Middle Earth and they could return if they had nothing left holding them in Middle Earth.
Why Couldn't Men go to Valinor? Middle-earth Explained
Why can't Aragorn go to the Undying Lands?
Men were never allowed to enter the Undying Lands after the fall of Numenor and any attempts to reach the lands would result in failure or disaster. Aragorn, despite his heroic deeds, likely wouldn't have accepted an invitation to ensure his duties as king.
After Aragorn's death, Legolas made a ship in Ithilien and left Middle-earth to go over the sea. His strong friendship with Gimli prompted Legolas to invite him to accompany him to the Undying Lands; making him the first and only Dwarf to do so. He was never seen again in Middle-earth.
Because it would have been a massive plot hole that breaks the logic of the story. The Valar are orders of magnitude more powerful than Sauron, even at full potential just after his fall into the influence of Melkor, or any force Sauron could control.
No, Galadriel / Artanis was not the last surviving elf born in Aman. Her cousin and kinslayer, prince Maglor(1), was born in Valinor too, if you go strictly by the people who survived all ages of Middle-earth and did not die and subsequently go to Halls of Mandos.
In mid-1967, Tolkien wrote long drafts of a letter, in which he first mentioned the idea of Galadriel not being allowed to return after the First Age as a punishment for being one of the leaders of the Noldor rebellion.
They may be restored by the Will of the Valar, and then go to live with the Valar in Valinor, like an Earthly Paradise, though just being in the place does not confer immortality, as Men supposed.
Put simply, the Elves can't return to Valinor in The Rings of Power because their work in Middle-earth is unfinished. There is far more context to the situation in Tolkien's writing, but The Rings of Power skipped The Silmarillion's complexities regarding Elves and the War of Wrath.
By special permission of the Valar, the Hobbits Frodo Baggins, Bilbo Baggins, and Samwise Gamgee were also permitted to go to Valinor, as they had once borne the One Ring of Sauron. Later, after the death of Aragorn, Legolas the Elf would sail to Valinor and bring with him Gimli the Dwarf.
It includes Eldamar, the land of the Elves, who as immortals are permitted to live in Valinor. Aman is known as "the Undying Lands", but the land itself does not cause mortals to live forever.
Yet no mortal can survive forever. And after their marriage, both Aragorn and Arwen are mortal. Arwen, therefore, could not set foot in the Undying Lands without special permission. And she wouldn't be likely to go after it in the end.
Elrond departed the valley of Rivendell in TA 3021, marking the end of the Third Age. Afterward, Rivendell was for a time the dwelling place of his sons Elladan and Elrohir and also of Celeborn. It is untold when the valley was finally abandoned.
Galadriel is supposed to be banned from return because she associate with the kin-slaying in Alqualondë or at least continued on from Aman and then was banned from return.
The majority of her powers come from her Ring of Power, Nenya, the Ring of Water. The ring, also known by the names the White Ring and the Ring of Adamant, is one of the three Rings of Power given to the Elves of Middle-earth in the Second Age.
As previously stated, Gandalf is a Maia and is therefore superior to Elves regarding power. Still, this isn't to say that an elf couldn't develop enough skill and power to defeat a Maia. As a bearer of one of the Three Elven Rings (Nenya), Galadriel would have an edge against Maiar like Saruman and Radagast.
In the Fellowship of the Ring Book 2 Chapter 2 "The Council of Elrond", the potential for sending the ring over the Sea to Valinor is discussed. In it, Elrond notes: 'And they who dwell beyond the Sea would not receive it: for good or ill it belongs to Middle-earth; it is for us who still dwell here to deal with it.
Legolas does not marry or have any children, based on the appendix of The Lord of the Rings. Regardless of who his mother was, Legolas is the last of his line. When he sails into the West at the beginning of the Fourth Age, he leaves no family members behind.
It is later mentioned that Tauriel is a talented warrior and was therefore made leader of the Mirkwood border guards. Legolas, the son of Mirkwood's Elven king Thranduil, is indicated to be attracted to her, but as she is a lowly Silvan Elf, she does not believe herself worthy of him.
Eventually, Legolas came to Ithilien with some of his people, with his father's leave, to live out his remaining time in Middle-earth helping to restore the devastatedforests of that war-ravaged land.
