Valinor is the Elvish homeland west of Middle-earth in J.R.R. Tolkien’s legendarium.
Valinor is a region of Aman, the western continent of Arda, and is home to the Valar and many Elves. It is often called the Blessed Realm because the Valar dwell there and because the land was shaped and preserved under their protection.
The Noldorin Elves originally traveled from Middle-earth to Valinor, but some later returned during the rebellion led by Fëanor. Their return begins much of the tragedy described in The Silmarillion, including the wars against Morgoth and the destruction connected with the Silmarils.
Valinor is not simply a place where every character can go after death. Mortal visitors do not gain immortality by reaching it, and access changed after the rebellion and the reshaping of the world. Lothlórien, Beleriand, and Eriador are separate regions within Tolkien’s geography.