[Suzerain of Sheol]

Well, together, the Maiar and the Valar are called the Ainur (Holy Ones) and are noted to be "The offspring of His thought." You can think of them as gods and demigods subservient to the overgod, but they're actually closer to arch-angels and angels of Judeo-Christian theology, in that they're directly subservient to the godhead and exist to serve Iluvatar as the divine governors of Arda (Middle-Earth) [/theology nerd] [/Tolkien nerd]

I always found it fascinating how almost none of this info is present in the text of LotR, and yet, once you read the Silmarillion and go back to LotR, it all fits in perfectly and certain things make a lot more sense in context.