This is by no means a complete glossary/guide to Middle-Earth. If I may suggest it, a good guide would be The Complete Guide to Middle-Earth, by Robert Foster.

Amon Hen:Sindarin, translating as the Hill of the Eye. A hill on the northern border of Gondor, where the powers of sight are enhanced. Amon Hen was on the western bank of the Anduin.

Amon Lhaw: Sindarin, translating as The Hill of the Ear. A hill on the eastern bank of the Anduin opposite Amon Hen. Amon Lhaw enhanced the hearing.

Amon Amarth: Sindarin, translating as Mount Doom. Another name for "Mount Doom" is Orodruin (another Sindarin name) translating as Mountain of Red Flame.

Angrenost: Sindarin, translating as Iron Fortress. Angrenost was another name for "Isengard".

Angmar: Sindarin, translating as Iron-Home. Angmar was the home of the Witch-king during the Third Age of the Sun. Angmar was built around the year 1300. The Witch-king was the leader of the Nazgul also called the Nazgul Lord and the Lord of the Nazgul.

Anduin: Sindarin, translating as, Great-River. The Anduin was the northern border of Gondor and the river down which the Company of the Ring travelled from Lorien to the Falls of Rauros.

Anduril: Sindarin, translating as West-Brilliance. Anduril was the name of the sword reforged from "The Sword that was Broken", the Narsil, for Aragorn II.

Athelas: Sindarin. The common name for Athelas was Kingsfoil. Another name for Athelas was Asea Aranion, which was Quenya, translating as Leaf of the Kings

Balrogs: Sindarin, translating as either Power-Terror or Demon of Might. Balrogs were Maiar spirits of fire that turned to Morgoth.

Carchost: Sindarin, translating as Fang-Citadel. This was one of the two Towers of the Teeth on the Morannon.

Celeborn: Sindarin, translating as Silver-Tree. Celeborn was the Lord of Lothlorien. The White Tree in Tol Eressa was also named Celeborn.

Coimas: Quenya, translating as Life-Bread. This was a name for the waybread of the Elves. Another name was, Lembas: Sindarin translating as way-bread.

Dagor: Sindarin, translating as battle. Dagor is used in many names such as the Dagorlad, the Battleplain and in many battle names such as the Dagor Aglareb which meant Battle Glorious.

Dol Guldur: Sindarin, translating as Hill of Sorcery. Sauron's dwelling in Mirkwood.

Dwimorburg: Rohirrim, translating as haunted-mountain. The Dwimworburg was a mountain in Dunharrow. In this mountain was the door to the Paths of the Dead.

Dwimordene: Rohirrim, translating as Haunted-Valley. Their name for Lothlorien.

Earendil: Quenya, translating as Sea-Lover. The sailor who sailed into the West to ask for aid for those in Middle-Earth. He was turned ito a star because he had the last remaining Silmaril and because he was a mortal Man though with the blood of both the Eldar and the Maiar in his descent.He was not permitted to return from the Undying Lands to Middle-earth. Earendil was born in Gondolin to Tuor and Idril. He was one of the Peredhil, who chose to become one of the Elves.

Erebor: Sindarin, translating as Single-Mountain. The Lonely Mountain and the Dwarf-kingdom thereabouts.

Ered Lithui: Sindarin, translating as Ashy-Mountains. The Ash Mountains form the northern border of Mordor.

Ered Nimrais: Sindarin, translating as White Horn Mountains. The mountains of Gondor. Mount Mindoluin, where Minas Tirith was built, was near the eastern end of the White Mountains, as they were commonly called.

Eru: The One, he made the world as told in the Silmarillion.

Eruhini: The Children of Eru. the Atani and the Eldar.

Galadriel: Sindarin, translating as Lady of Light. Galadriel was the lady of Lothlorien. She was also the Keeper of the Elven-Ring Nenya.

Gondor: Sindarin, translating as Stone-Land

Gwaihir: Sindarin, translating as Wind-Lord. The Lord of the Eagles at the time of the Hobbit and the Lord of the Rings.

Gwathlo: The Greyflood river.

Harlond: Sindarin, translating as South-Haven. There were two harbours called Harlond: one in the south of the Gulf of Lhun and the other on the Anduin, just a few miles south of Minas Tirith.

Henneth Annun: Sindarin, translating as Sunset Window. A refuge in Ithillien. It was commonly called the Window of the Sunset.

Imlad Morgul: Sindarin, translating Valley of Black Magic. This is the valley that Minas Morgul, formerly Minas Ithil, was built in. Faramir told Frodo and Sam that it was not safe to drink of any water flowing out of Imlad Morgul.

Imladris: Sindarin, translating as Deep-Dale-Cleft. The elvish name for Rivendell.

Isen: Rohirrim, translating as Iron. This was a river flowing through Isengard.

Isengard: Rohirrim, translating as Iron-Enclosure. In Sindarin, its name was Angrenost translating as Iron Fortress.

Lithlad: Located in Mordor, Lithlad translates literally to Ash-plain in Sindarin: Lith= ash, and lad= plain.

Minas Morgul: Sindarin, translating as Tower of Black Magic. The later name for Minas Ithil.

Mindoluin: Sindarin, translating as Towering-Head-Blue. This is the mountain that Minas Anor was built on the side of.

Morannon: Sindarin, translating as Black-Gate. The Morannon was the chief entrance into Mordor.

Mordor: Sindarin, translating as Black-Land. Mordor was Sauron's residence for the Second Age of the Sun and for the Third Age of the Sun, except for a time after the War of the Last Alliance.

Narchost: Sindarin, translating as Fire-Tooth. One of the two Towers of the Teeth guarding the Morannon.

Narsil: Quenya, translating as Sun-Moon. The Narsil was the sword of Elendil. It was broken during the last Alliance and was reforged during the War of the Ring for Aragorn, who called it Anduril.

Nimrodel: Sindarin, meaning wihite-cave-lady. Nimrodel was first an elf-lady and second a stream named after her.

Orthanc: Sindarin, translating as Forked Height. Orthanc was Saruman's stronghold for the last part of the Third Age of the Sun.

Palantiri: Quenya, translating as Far-Seer. The palantiri were stones that could see events in the distance or be used for comunications between two people. This was the link between Saruman and Sauron. Of old, there were palantiri in the following locations: Amon Sul, the Tower Hills, Minas Anor, Lake Evendim, Minas Ithil, Orthanc, Osgilliath. There were a total of seven palantiri in Middle Earth, of which many were lost.

Sarn Gebir: Sindarin, translating as Stone-Spikes. Sarn Gebir was a set of rapids on the Anduin.

Sauron: Quenya, translating as Abominable. Sauron was also known as the Necromancer.

Simbelmyne: Rohirrim, translating as Evermind. This was the plant planted upon the barrows of the kings of Rohan.

Not all the letters have entries because they are right in the books. I got all my information in this page from the complete Guide to Middle-Earth.