"...in one chord, deeper than the Abyss, higher than the Firmament
, piercing as the light in the eye of Ilúvatar
, the Music
An expression of extreme depth and profundity, the Abyss appears only once as a proper noun, in the quote given above. Its use there is plainly metaphorical, but it does seem to refer to a meaningful concept, albeit a concept with a meaning that is not known for sure.
Its meaning probably dates back to Tolkien's original conception of Arda, in which the World is envisaged as a globe, but one in which the land and sea form a relatively flat surface across the interior central plane of the globe. Above them, the upper half of the globe is filled with various 'airs'. while the lower hemisphere is filled with rock and ocean, descending the the base of the sphere where we find the Martalmar (or Talmar Ambaren, the so-called roots of the Earth). The entire globe in this conception is surrounded by a enclosing ocean named Vaiya, which protects it from the Void or Outer Dark that surrounds the World.
On this conception the Abyss would be the Earthroots of the Martalmar in the farthest depths of the Earth, or possibly that part of Vaiya that ran beneath them. This explanation connects the Abyss with the Firmament, which would be the zenith of the world globe, at its highest point above the Earth's surface, the exact opposite pole to the Abyss. It's difficult to say how accurate this explanation is, especially as it refers to an older conception of Arda that doesn't fit easily with the later texts of The Silmarillion, but it does at least offer a poetic underpinning to the words 'Abyss' and 'Firmament'.
There are other references to an 'abyss' that don't seem to be directly connected to its use in Ainulindalë. In Beren's Song of Parting, he sang of the World being unmade and hurled back 'into the old abyss'.1 Again, the meaning here isn't completely clear, but this seems to represent the Outer Void as it existed before the World was made. The word is also commonly used in the story of the Downfall of Númenor, but there the abyss is very real: an actual vast chasm in the ocean floor that consumed the island of Númenor.
Quenta Silmarillion 19, Of Beren and Lúthien.
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