Gandalf’s name among the Maiar in J.R.R. Tolkien’s mythology is Olórin.
Olórin is the name he bears in Valinor before he is sent to Middle-earth as one of the Istari, or Wizards. In Middle-earth he is known by several names, including Gandalf, Mithrandir, and Tharkûn.
The Maiar are spiritual beings who serve the Valar, the greater powers of Tolkien’s creation. Gandalf is therefore not originally a human wizard, even though he appears in an old man’s form and works among the peoples of Middle-earth.
Curunír is Saruman’s name in Valinorean usage, while Aiwendil is associated with Radagast. Mithrandir is another name for Gandalf, not his Maia name.