1. About the Maiar
After the creation of Arda, some of the Ainur chose to enter it and dwell therein until the end of its existence. These Ainur were divided into two groups: the Valar and the Maiar (singular forms: Vala and Maia). The Valar were the greater spirits, and the Maiar were the lesser, in terms of ability. The Maiar were by far the most numerous, and mostly served particular Valar in whatever ways were needed. They could take on physical forms at will, as the Valar could.
Less is known about specific Maiar: Tolkien only named a few of them. Some people like to speculate that every powerful creature of unidentified provenance (e.g. Tom Bombadil or Huan, or on the evil side, Ungoliant and the Balrogs) was perhaps a Maia, but this theory is not proven.
The Maiar did not really have sexes, since they did not have innate physical forms, but they are generally referred to as either male or female, and some of them did take spouses, usually from among the other Maiar (though Melian wed an Elf).
Like the Valar, the Maiar were sometimes called gods by mortal Men, but this was erroneous.