The fictional world where most of J.R.R. Tolkien’s legendarium is set is called Arda.
Arda is the name Tolkien gave to the entire world, not merely to the continent where The Hobbit and The Lord of the Rings take place. Middle-earth is one major region of Arda, while Aman, including Valinor, lies across the western sea. Beleriand was another important region in the First Age, later destroyed or reshaped during the War of Wrath.
Tolkien’s mythology describes Arda as being formed by the Valar, powerful spiritual beings who entered the world after its creation. Its history is divided into great periods such as the Years of the Trees, the First Age, the Second Age, and the Third Age. The Fourth Age begins after the destruction of the One Ring and the departure of many Elves.
A common mix-up is using “Middle-earth” as though it means the whole universe. Tolkien used Middle-earth for a particular central landmass, while Arda includes the world’s seas, continents, and celestial surroundings.