In J. R. R. Tolkien's legendarium, the Elves are a sundered (divided) people. They awoke at Cuiviénen on the continent of Middle-earth (see: Awakening of the Elves), where they were divided into three tribes: Minyar (the Firsts), Tatyar (the Seconds) and Nelyar (the Thirds). After some time, they were summoned by Oromë to live with the Valar in Aman. That summoning and the Great Journey that followed split the Elves into two main groups (and many minor ones), which were never fully reunited.
The name Quendi refers to all elves.
The Avari are Those who Refused the Summoning of Oromë, or simply The Unwilling. Half of the Avari came from the largest tribe, the Nelyar, but most of the Nelyar went on the journey. Half of the Tatyar remained as well.
After the Separation the Avari became divided even more than the Eldar, though little of their history became known to the Elves and Men of the West of Middle-earth. At least six kindreds existed, and they continued to call themselves 'Quendi', considering those who went away as deserters. Some of these tribes later also journeyed westward, intermingling with the Nandor, and a few even reached Beleriand, though usually remaining in unfriendly relationship with the Sindar.
You pay the price to make you feel good
It flows through veins & feeds the soul
The victim of pleasure
You pay & try it all
They never said it would bring madness
They never said it would bring pain
The visions came in all their evil
They scar your mind & scar your skin
Five days & it's still there
You pay & you never win
They never said it would bring madness
They never said it would bring pain
So close to death you almost taste it
You rip your body from the flesh
She knows that you're screaming
You pay & you hold your breath
They never said it would bring madness