: One thing that *is* certain though, is that elves do indeed return from the Halls of Mandos after a longer of shorter period of time (only with the exception of Fëanor and maybe a few more who stay there till the end of the world; there has been a discussion about this too). As it says in the Silmarillion after Finrod Felagund dies, "but Felagund walks beneath the trees in Eldamar with Finarfin his father" (or something to that extent). It is also, as mentioned above, stated specifically that Fëanor will be in the Halls of Mandos forever, and thus it is easy to conclude from that that his fate was more or less unique.

: I would like to have a question answered too, if anyone knows anything more about Glorfindel; why did just he come back? And, is he Sindarin or Noldorin? It makes more sense that he would come back if he was Sindar; but then, shouldn't more have come, perhaps Beleg and all the other Sindar elves who were much more tied to Middle-Earth than to the Undying Lands? Why was Glorfindel so unique in that respect?

Elves are indeed reincarnated or re-embodied as JRRT once said, meaning that they got back their old bodies (without the injuries, of course).
I believe I once read that Beleg came back to life in Aman, which is very interesting because he had never been there, so the Sindar (and probably all the others including the Avari) went West after dying.
Glorfindel was a Noldo, he said that he was of the house of Finarfin (other prints have the house of Finrod, his son).
Glorfindel of the first age (the same as in LOTR) was clearly a Noldo: he lived in Gondolin.

Isilion Nolendil Eldafuin Laiorë