The Sil explains some of this as well, with the Creation of Arda.
There was the story about how Aule created the Dwarves, and how Yavanna had a hand in creating the Ents in response. Varda created many of the stars, and Orome found the Elves before the other Valar, although Morgoth found them first.
The History of Middle-earth series describes how the Valar created the Door of Night and the Gates of Morning. There was also a story of how Eru Iluvatar sent three envoys to Manwe to give him the means to make time pass in Middle-earth.