Before arriving in Middle-earth, Gandalf was called Olórin in J.R.R. Tolkien’s legendarium.
Olórin was a Maia, a spiritual being who lived in Valinor. The Valar sent him to Middle-earth as one of the Istari, or Wizards, during the Third Age. In Middle-earth he became known by several names, including Gandalf among Men and Mithrandir among the Elves.
The account of his earlier identity appears especially clearly in The Silmarillion and related writings. Olórin was associated with wisdom, pity, and the encouragement of courage rather than domination. These qualities help explain his opposition to using the One Ring as a tool of power.
Curunír is Saruman’s name, while Aiwendil is Radagast’s. Mithrandir is not Gandalf’s pre-Middle-earth name; it is a Sindarin title meaning “Grey Pilgrim” or “Grey Wanderer.”