The Elves had first awakened in Middle-earth during the Years of the Trees, when Valinor was filled with the Light of the Trees, but the wide lands of Middle-earth lay in darkness beneath the starry sky. Some of the Elves passed westward into Aman, but others remained behind and lived under the stars for the three ages of Melkor's imprisonment. When that time came to an end, Melkor rebelled against the Valar and destroyed the Two Trees, plunging even Valinor into darkness.
Soon afterwards, those still dwelling in Middle-earth saw an astonishing sight: a globe of brilliant silver rising into the western1 sky, and later a fiery golden light. These were the last flower and fruit of the Two Trees, set aloft to fill the entire World with light: the Moon and then the Sun. As these lights shone down on Middle-earth for the first time, the earliest Men awoke in the distant east.
Coming into existence at the same time as the Sun and Moon, Men - the so-called Children of the Sun - had never known the darkness of the Long Night that had come beforehand. Born into a World filled with sunlight, they feared the darkness of night, and thus they gained one of their many names among the Elves: the Night-fearers.
The Sun and Moon first rose in the west, and Varda originally intended that they should each remain constantly in the sky, crossing from west to east and returning. This plan was altered to allow a time of sleep and starlight, so that the Sun and Moon descended back into the west, passed beneath the Earth, and then rose again in the east.
We're not told how long Varda's original arrangement remained in place. She seems to have made the change fairly quickly, but it does appear that Middle-earth experienced permanent light for a brief time. So the first Men were born into a time when either the Moon or the Sun was always shining, and then would have seen night descend as Varda altered her plans. We can't be sure if this happened days, months or perhaps even years after the Awakening of Men, but the sudden and (to them) inexplicable descent of darkness must have been a shocking and fearful experience.
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