Gandalf’s name among the Maiar in J.R.R. Tolkien’s legendarium is Olórin.
Olórin is a Maia, a spiritual being who serves the Valar. In Tolkien’s account, he was associated especially with wisdom, pity, and the light of spiritual insight. He lived in Valinor before being sent to Middle-earth as one of the Istari, the Wizards.
In Middle-earth he was known by several names, including Gandalf among the Men of the North and Mithrandir among the Elves. His original identity as Olórin is most clearly presented in The Silmarillion and related writings about the Istari.
Curunír is Saruman’s name in Quenya, while Mairon was an earlier name associated with Sauron. Aiwendil is the name of Radagast. These names belong to other Maiar and Wizards, which makes this a frequent point of confusion.