Gandalf is a Maia in J.R.R. Tolkien’s legendarium.
Before arriving in Middle-earth, Gandalf was known in Valinor as Olórin. He was one of the Maiar, spiritual beings who assisted the Valar in shaping and governing the world. The Maiar are lesser in rank than the Valar but are still immortal beings of great power.
Gandalf came to Middle-earth as one of the Istari, or Wizards, sent to oppose Sauron. In his incarnated form he appeared as an old man and was expected to guide and encourage the Free Peoples rather than rule them by force. After confronting the Balrog of Moria, Gandalf returned as Gandalf the White.
A Vala is a higher-order spirit, such as Manwë or Varda, so Gandalf is not one of them. He is also not an Elf, despite his close friendships with Elves, and an Ent is a distinct tree-like people created to guard forests.