'All those who wander are not lost'

[Infinite Unity]

Gandalf is what I would label a wanderer. He is from a group of beings called the maia, and theres even a group of beings above them. Sauron actually was a general to another being at first as well, who was actually a maia as well Morgana.

The Middle Earth series is really just the very tippy top of the entire iceberg of that story. His story is quite interesting. Worth checking out.

Morgana was a Maïa under Manwë like Sauron before he switched camp to Morgoth/Melkor?
Name tells me nothing.

Gandalf true name is Olòrin. Most of middle-earth knew him as Mithrandir afterwards.

Honestly it's been awhile since I read the middle earth chronicles. I believe Gandalf is a maia, and there is a level of beings beyond the maia. I know that saurons original master was the first born, and stands among the beings above the maia.
There was a great war between the beings above the maia and the first born.

Whilst the creator sung the world into being, the first born was corrupt yet the creator allowed it in his creation as he saw it as an acceptable alteration. He saw it as an improvement.

Also Gandalf was originally be the leader of the wizards, and he refused and initially did not want to come stating that he felt to weak to defeat sauron. The beings above the maia insisted thats why he must come. Gandalf is the wisest and strongest of all the maia.

Also I am not doing the story any justice, I recommend reading The Middle Earth Chronicles. Obviously Tolkien was onto something.