In the works of J. R. R. Tolkien, the Vanyar are the fairest and most noble of the High Elves. They are the smallest of the three clans of the Eldar, and were the first to arrive in Aman. According to legend, the clan was founded by Imin, the first Elf to awake at Cuiviénen, with his wife Iminyë and their twelve companions. Ingwë was the Vanya Elf to travel with Oromë to Valinor, and became their king. The Vanyar speak in Eldamar a dialect of Quenya called Vanyarin.
The name Vanyar (singular Vanya) means "(the) Fair" in Quenya, referring to their golden hair (the original meaning of the word "Vanya" approximating as "light/pale"). They are sometimes known, particularly amongst themselves, by their original name Minyar, meaning "the First". The word "vanya" in Quenya is also listed as a verb meaning "to leave/depart/vanish", which may have either arisen due to the almost complete disappearance of this clan early on in Elven history, or given rise to the noun "Vanya(r)" in later times. However, it is unclear if this is the case, and it appears that Tolkien may have dropped the use of "vanya" as a verb in his later conceptions of Quenya.
Read more about Vanyar: History, Vanyarin Quenya, Other Versions of The Legendarium