Gandalf’s original Maia identity in J.R.R. Tolkien’s legendarium is Olórin. Before appearing in Middle-earth as Gandalf, he was a spirit associated with wisdom, pity, and the Valar.
Olórin is described in The Silmarillion as living in Lórien, the garden of the Vala Irmo, and as learning compassion from Nienna. When the Istari were sent to Middle-earth to oppose Sauron, Olórin was chosen as one of the five emissaries.
In Middle-earth he took the form of an old man and became known by several names, including Gandalf. His mission was to encourage resistance to Sauron rather than dominate events through direct force. This explains why the Wizards’ power is presented as guidance and counsel as much as magic.
Curumo is the original identity of Saruman, while Mairon was Sauron’s earlier name. Eönwë is a different Maia, the herald of Manwë. These names belong to Tolkien’s wider spiritual hierarchy and are not alternate names for Gandalf.