I have just grabbed an English copy of the Kalevala, and was struck by the similiarities evident in names of Quenya characters and thos in the Kalevala. The extent of the infuence that Tolkien's love of Finnish had on Quenya may perhaps be expounded on in The Unfinished Tales. It's there that Tolkien explicitly states that the Istari were Maiar, and there are many little tidbits like that. There's at least 9 volumes of them, so there would be plenty to keep you occupied!