Working backwards, before the Third and Second Ages the First Age began after the death of the Two Trees and the rebellion of the Noldor and their return to Middle-earth, and ending with the War of Wrath.  It was quite a short age, only lasting just under 600 years.  Before that were the Years of the Trees, lasting nearly 1500 Years of the Valar, each of the Valian years being equivalent to around 9.5 of our years of the Sun (not yet created in Tolkien's early Cosmology), therefore giving a total timespan of over 14,000 of our years.  This great age, chronicled in the Annals of Aman, started when the Two Trees, Telperion the White (ancestor of the White Tree of Gondor) and Laurelin the Golden were first made in Valinor.  Before that age was  the period called 'The Spring of Arda', when the world was lit by Illuin and Ormal, the two Lamps of the Valar.  This began with the creation of Arda and ended when Morgoth destroyed the two lamps.  Possibly there was an even earlier Age from the creation of Eä to the formation of Arda, if you take into account Tolkien's later Cosmology for Middle-earth.