I often read that the Noldor can go only to Tol Eressea but not to Valinor, is there any proof for it?
It seems they lived in Tol Eressëa (perhaps simply because it was convenient), but were not restricted to it:
And when they came into the West the Elves of Beleriand dwelt upon Tol Eressëa, the Lonely Isle, that looks both west and east; whence they might come even to Valinor. They were admitted again to the love of Manwë and the pardon of the Valar; and the Teleri forgave their ancient grief, and the curse was laid to rest.
The Silmarillion, p. 306 HarperCollins edition
In "The Letters of JRR Tolkien," Tolkien states in letter 131, "They were not to dwell permanently in Valinor again, but in the Lonely Isle of Eressëa within sight of the Blessed Realm." There is some speculation that this might not have been punishment, at least not purely so-- the Exiles who returned would have still had a love for Middle Earth, and would have been changed by having lived there, so to live on the Lonely Isle which "looks both East and West" may have been where they could be most happy and at peace.
The Valar pardoned the Noldor for their rebellion, and the Teleri offered forgiveness for the Kinslaying. Many of the Noldor and the Sindar left Middle-earth and travelled into the West, to live in Valinor.
The wikipedia article above backs up my memory of the book. When the Valar pardoned the Noldor it was a full pardon, they were allowed to live as they had before.