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The Noldor that fled to Middle-earth following the Darkening of Valinor spoke Quenya among themselves. However when Thingol of Doriath, who was the king of the Sindar (elves of the Telerin line who remained in Beleriand instead of journeying to Valinor) learnt about their slaying of the Teleri, he forbade the use of Quenya between his people and the Noldor, and forced them to communicate in Sindarin only.
The Quenya used in Middle-earth of the Third Age (the time of the setting of The Lord of the Rings) had come to be a scholarly-pursuit — something akin to Latin in our time. It was meant to be used as a formal language and for writing, and Sindarin was the vernacular of all Elves. However the Noldor still remembered it and valued it highly, which we can see in the way they treat Frodo's greeting elen síla lúmenn' omentielvo. ("A star shines on the hour of our meeting.") Noldorin (Exilic) Quenya differed somewhat from Valinorean Quenya, because the language continued to evolve after exile, and it underwent some regularization as it became a language of lore. There were also a few changes in pronounciation.
The most striking feature of Quenya is that it is a higly inflected language, meaning that words are regularly modified (usualy by means of a suffix) to express gramatical function. It is quite normal for one quenya word to have the same meaning as an entire english sentence, for example, one could say "they will have seen it" in Quenya in a single word.
Outside the fiction, its grammar is influenced by Finnish, being quite inflected. The phonology is also based on Finnish, and to a lesser extent Italian and Spanish; namely, no consonant cluster can begin or end a syllable (with one exception, the dual dative ending -nt). Another rule is that a word may not end in a non-coronal consonant.
Tolkien wrote much more material about Quenya and his other languages than he published in his lifetime. The journals Vinyar Tengwar and Parma Eldalamberon are devoted to editing and publishing Tolkien's linguistic papers.
Quenya is one of many Constructed languages introduced over the years by science fiction and fantasy writers, some others being Klingon, Newspeak, Nadsat and Lapine.
See also: Languages of Middle-earth, Sindarin, Tengwar