I had no end of a job trying to find guidance on how to describe Middle–earth. Wikipedia simply describes it as "the setting of much of J. R. R. Tolkien's legendarium" – which is fine for Wikipedia's purposes; but if you set a quiz question asking for the setting of Tolkien's works, people are going to wonder if you mean a time or a place (or something else). You need to ask "In which [something] are the works of J. R. R. Tolkien set?"
Wikipedia goes on to say that "Middle–earth is the central continent of Earth (Arda) in an imaginary period of the Earth's past (Tolkien placed the end of the Third Age at about 6,000 years before his own time), in the sense of a 'secondary or sub–creational reality'. Its general position is reminiscent of Europe, with the environs of the Shire intended to be reminiscent of England (more specifically, the West Midlands, with Hobbiton set at the same latitude as Oxford)."
I eventually found The Tolkien Gateway, which also describes Middle–earth as a continent; so that's good enough for me.
Middle–earth is known in Elvish as Ennor, Endor, or Endórë.
© Haydn Thompson 2017