One of the most powerful of the Valier, sister of Mandos and Lórien, whose name is glossed “Lady of Pity and Mourning” (S/28). The exact meaning of her name is unclear, but its initial element is probably be related to [ᴹQ.] nie “tear” (Ety/NEI).
Conceptual Development: In the earliest Lost Tales, her true name is ᴱQ. Fui and the name ᴱQ. Nienna is given as a sobriquet (LT1/66). Starting with Silmarillion drafts from the 1930s, her name is given only as ᴹQ. Nienna (SM/79, LR/206). This name also appears in The Etymologies as a derivative of the root ᴹ√NEY (NEI̯) “tear” (Ety/NEI).
Nienna noun (name of a Valië, related to nië = tear) (NEI)