You need to read the Silmarilion, the truth is there.
I am sure you can also find this online if you so wish.
From the index....
Sauron: ‘The Abhorred’; greatest of the servants of Melkor, in his origin a Maia of Aule.
Melkor: The Quenya name for the great rebellious Vala, the beginning of evil, in his origin the mightiest of the Ainur; afterwords named Morgoth, Bauglir, the Dark Lord, the Enemy, etc. ....... (after the rape of the Silmarils usually called Morgoth).