1.)  Where does the raiment that the Valar clothe themselves come from?  As in, who creates that?

This is actually a little more complicated for me than I thought it would be.

It seemed clear to me (at first) that this "raiment" of the Valar was merely a manifestation of their thoughts. To ask where it comes from is ridiculous - where does the color of a chameleon come from when it changes color?

And the text here seems to support this: when it says that"their shape comes from their knowledge of the visible World, rather than of the World itself."

That is to say, they brought forth the appearance of physicality through their knowledge, and it is not formed of the matter that makes up our Universe.

And yet... going back a little we see a limitation made upon the Valar when they enter into Eä. "[T]heir power should thenceforth be contained and bounded by the World, to be within it forever, until it is complete, so that they are its life and it is theirs."

Cutting through the flowery language, does this mean that being "bound" to Eä - being its life, and it theirs - makes them a physical part of it? Their form comes of their thoughts, but their being is inherently now a part of the World?

I am not sure...

2.) What do you picture the Valar to look like?  Are they bound to size?

Another tricky issue.

The text specifically states that the difference in form is only a difference "in majesty and splendor". Does this imply a size difference? Or even allow for one?

Later when Melkor's form is discussed, I find myself constantly confused as to the nature of his form - and particularly its size. Can his size change? Is he bound in the same way as the rest of the Valar? Is their size mutable in the same way the nature of their form ("they may clothe themselves in their own thought, made visible in forms of majesty and dread") is?

3.) The way I read it, the Valar have gender, but the physical expression of it is not what makes their gender.  Why the inclusion of this specification?

To repeat others' thoughts, it seems like it was important to Tolkien that he not treat gender as something one can choose. If the Valar were to be in appearance as Male and Female, this gender difference would need to be intrinsic.

For the Valar it would seem to be a matter of "temper" (or 'temperament'), whereas humans have a more genetic root for their gender differences. Nonetheless, Tolkien does not seem to want to allow for the concept of 'choosing' one's gender.

4.) What of the name "Valar?"

I like the "Valkyrie" reference below, though to me 'Valar' always suggests "valor", "valiant".

Something about the very form of the word suggests power, too - even before one realizes that the Quenya word itself means "the powers". Is it a similarity to the word "vast"?

I don't know.

Wonderfully evocative name, though. Tolkien had such an excellent grasp of the way the sound of a word, the feel of it, stimulated images in and of itself.

`Forn by the Dwarves, Orald by Northern men, and other names beside.`