Olórin was a Maia who dwelt in the gardens of Irmo in Valinor. As a pupil of Nienna, Olórin was said to be the wisest of the Maiar; he learned pity and patience from his teacher. When the Valar chose five emissaries, the Istari, from among the Maiar to go to Middle-earth during the Third Age, Manwë selected Olórin. The other four were Saruman, Radagast, Pallando, and Alatar. These messengers were to assist the free peoples in opposing Sauron, who still existed as a ‘dark spirit of malice’ despite his body’s destruction in the downfall of Númenor. Furthermore, the One Ring, the location of much of Sauron’s power, presumably still existed somewhere in Middle-earth. Olórin submitted to the will of Manwë, and departed Valinor to Mithlond in the year T.A. 1000. He arrived after the others at about the same time the Necromancer appeared in Mirkwood.
At Mithlond he was welcomed by Glorfindel, his friend from Valinor, sent earlier on a similar mission, and Círdan the shipwright, who possessed Narya, one of the Three Elven Rings of power. Círdan divined in Olórin a sense of strength and power despite his appearance as a bent and aged old man. Círdan gave Narya to Olórin, with a prediction of his future struggles with evil, and a promise that it would support and aid him in his labors. Then Círdan said “But as for me, my heart is with the Sea, and I will dwell by the grey shores until the last ship sails. I will await you.”
Olórin then began his sojourn in Middle-earth. He was known by many names during the long years he remained in Middle-earth: Elves named him Mithrandir, the Grey Pilgrim, while the men of Arnor named him Gandalf, which became his most common name. He was also known as Incánus (in the south), and Tharkûn to the Dwarves.
Gandalf, like the other Wizards, took the shape of an old man. He was robed in gray and went about as a wanderer and counselor. Unlike Saruman, Gandalf did not go east and did not take up a single permanent residence. Gandalf apparently restricted his activities to the North-west of Middle-earth, where the remnants of the Dúnedain and the Eldar remained to oppose Sauron.