[Tuor in Gondolin]

Consider the circumstances leading Fingolfin to despair. From a Wikipedia summary:

The duel of Fingolfin and Morgoth.....

After defeating the orcs in the Dagor Aglareb (Glorious Battle), Fingolfin maintained the Siege of Angband for nearly four hundred years. But the Siege was ended by the sudden assaults of Morgoth in the Dagor Bragollach (Battle of Sudden Flame), and many people of Beleriand fled. In the end, a desperate Fingolfin rode alone to Angband to challenge Morgoth to single combat. Morgoth, not one to demonstrate weakness, met the challenge, and a mighty duel began outside the gates of Angband. Fingolfin wounded Morgoth seven times with his sword Ringil, but as Mandos had warned during the elves' exile from Aman, a mere elf is no match for a Vala. Fingolfin was beaten down three times, yet he was able to rise again each time. Finally Morgoth was able to bear down upon Fingolfin with all his strength, killing him. However, Fingolfin's last, desperate stroke had lacerated Morgoth's heel, and Morgoth walked with a limp thereafter and was forever in pain.

After killing him, Morgoth would have taken Fingolfin's body and fed it to his wolves, but Thorondor, the King of Eagles, swooped down upon Morgoth and with his talons slashed at Morgoth's face. As Morgoth reeled from this new assault, Thorondor retrieved Fingolfin's body and brought it to a mountaintop overlooking Gondolin. Turgon built a cairn over the remains of his father, and Fingon, in sorrow, became High King of the Ñoldor. After Fingolfin's defeat, though he had been killed by Melkor, the orcs never made any type of boastful song to celebrate, nor did the Elves sing of it, for their sorrow was too great.

Seeing the collapse of the siege of Angband, Fingolfin severely, and permanently on Middle-earth, exacted a form of revenge by wounding Morgoth. Fingolfin probably realized the elves could never prevail on the own against Morgoth. He left Aman reluctantly to try to see to his people, who were inflamed to leave by Feanor's rhetoric. If he hadn't, many more would have perished going to beleriand across the Grinding Ice.