Middle-Earth is NOT the magical world created by J.R.R. Tolkien
in the Lord of the Rings
Now, the problem is that everybody knows that Middle-Earth is magical world created etc etc. So what's the deal?
The confusion comes because an awful lot of people have read the Lord of the Rings and the Hobbit but not the rest of Tolkien's work. In those books it's a little unclear.
Middle-Earth is a continent in the world Tolkien creates in his books. The world itself is called Arda. Middle-Earth is the central continent of this effectively flat world.
The Valar, god-like creatures, live on the western continent Valinor, along with some elves. Middle-Earth is where pretty much everyone else is; humans, dwarves, more elves, orcs and hobbits.
Middle-Earth has a cold northern climate, hot deserts to the south, wastelands (and an inland sea) to the east, and a nice temperate region in the west. Sound familiar?
Tolkien borrowed the concept of Middle-Earth from Norse mythology, where it was the land people inhabited, as opposed to the realm of the gods. It's probably one of the reasons his idea worked, as it resonates on a level with the English speaking world's Viking past. In this way he's able to confuse the idea of physically leaving Middle-Earth and dying.
But actually, you knew all that anyway, didn't you?
Some places on Middle-Earth:
the Old Forest