Gandalf’s original name in J.R.R. Tolkien’s mythology is Olórin.
Olórin is a Maia, a spiritual being who lives in Valinor before being sent to Middle-earth. He belongs to the same broad order as Saruman, whose original name is Curunír, and Radagast, whose original name is Aiwendil. In Valinor, Olórin is associated with wisdom, pity, and compassion.
When the Valar send the Istari, or Wizards, to oppose Sauron, Olórin takes the form known in Middle-earth as Gandalf. He arrives around the year 1000 of the Third Age and works indirectly, encouraging resistance rather than ruling through force.
The name Gandalf comes from the languages of northern Men and is connected with the figure of a staff-bearing wanderer. Tolkien therefore gives the character several names across different cultures, but Olórin is his original Valinorean name.