The Maia who becomes the wizard Gandalf in J.R.R. Tolkien’s legendarium is Olórin.
Olórin is described in The Silmarillion as a Maia who dwells in Valinor and is associated with wisdom, pity, and the care of living things. The Valar send him to Middle-earth as one of the Istari, the order of Wizards, during the Third Age. In Middle-earth he is known chiefly as Gandalf.
The other well-known Istari also have different names: Saruman is Curunír, Radagast is Aiwendil, and the two Blue Wizards have names associated with Alatar and Pallando in Tolkien’s later writings. Olórin’s identity explains why Gandalf is more than an ordinary old man or human magician. He is a spiritual being sent to aid the Free Peoples, while remaining limited by the mission and form given to him.