The supreme being who was there at the beginning of all time.
Ainulindalë, the first part of the Silmarillion, starts with:
There was Eru, the One, who in Arda is called Ilúvatar; and he made first the Ainur, the Holy Ones, that were the offspring of his thought.
Ilúvatar gave to their vision Being, and set it amid the Void, and the Secret Fire was set to burn at the heart of the world, and it was called Eä (the “universe”). The Anuir entered into Eä as Powers of the World and they were named the Valar, and the Lords were:
The Queens were:
Children of Iluvatar are Elves and Men, Firstborn and Followers, and they were conceived by Eru himself. They lived in Arda, the Earth, that was made inside Eä.