The Ñoldor did rebel against the Valar, but they were not exiled Middle-earth right away. When Morgoth (the first dark lord) stole the Silmarils from Fëanor, he not only blamed Morgoth, but also the Valar. He spoke against the Valar and held them guilty for Morgoth's secret entry into Valinor even though the Valar had nothing to do with this. He spoke to the rest of the Ñoldor and convinced them that the Valar were trying to keep them from going to Middle-earth and the power that he thought they could obtain there. Now the Valar tried to persuade the elves to stay because they knew that going to Middle-earth would cause the elves grief and suffering. However they did not forcibly stop them because it was choice of their free will. The reason why they were exiled was because they then murdered the elves living by the shores of the sea (Teleri) in order to gain their boats for the ocean crossing into Middle-earth. At this point the Valar declared that if they did not turn back then they would be banished forever from Valinor. Some of the elves turned back, but the majority of them continued on. Now before the events in The Lord of the Rings, the ban had been lifted from the Ñoldor, but some elves, such as Galadriel, having built a new life in Middle Earth, decided to stay. I hope this helps you. If you have any other questions please feel free to ask. It is rather confusing! This also made me pull out The Silmarillion and start rereading so thanks for asking!
