Answer
Oromë, the Huntsman, the Lord of Forests and the Great Rider.
Explaination:
They are the Valar, gods from Lord of the Rings
My first brother loves the winds and the birds,
Manwë, the Wind-King and the King of the Valar.
My second has been cast out from the family, he is the black sheep,
Melkor, the Dark Power and most powerful of the Valar. He is not counted as a Vala anymore.
My third brother loves the waters, even in the deepest caves,
Ulmo, the Sea-King and the Lord of Water.
My fourth brother is like the father of Lion,
Aulë, the Smith and the Lord of Earth and all that's underneath. Created the Dwarves. Which are like bearded and proud like lions?
My fifth brother is kind of gloomy, with his voice as sad as doom,
Námo (Mandos), the Doomsman and the Judge of the Dead.
My sixth brother is named after a wonderful forest,
Irmo (Lórien), Lord and Master of Dreams, Visions, and Desires, and Creator of the Oloré Mallé, or Path of Dreams.
And my seventh was the last to move and good at wrestling.
Tulkas, the Wrestler, the Champion of Valinor and last of the Valar to come to Arda
My first sister is the white, and beautiful,
Varda, the Star-Queen and the Queen of the Valar.
My second sister is like to a gardener,
Yavanna, the Fruit-Giver and the Lady of Earth.
My third sister weeps much, and finds much pity for others,
Nienna, the Weeper and the Lady of Mercy.
My fourth sister is a sleeper to be sure,
Estë the Gentle, Lady of Healing and Rest, and spouse of Irmo.
My fifth sister is like the rose in the east(which is related to an Arrow and a Song)
Vairë, the Weaver and spouse of Mandos. Not sure of the link to rose in the east, but the only one left.
My sixth sister loves the sun,
Vána, the Ever-young and spouse of Orome. Created the fruit on Laurelin which became the sun
And my seventh sister is very swift, indeed she could probably run alongside the deer.
Nessa, the Dancer and spouse of Tulkas. She is lithe and swift of foot; she loves fast moving creatures such as deer. Her speed is said to have even that of a deer which follow her in the wilds
References
I used lotr.wikia.com/wiki/Valar