Gandalf was called Olórin in Valinor in J.R.R. Tolkien’s legendarium.
Olórin was one of the Maiar, divine spirits who served the Valar. In the Blessed Realm of Valinor, he was associated especially with wisdom, pity, and the visions of others. He later traveled to Middle-earth as one of the Istari, the wizards sent to oppose Sauron.
In Middle-earth he used several names. The Sindarin name Mithrandir means “Grey Pilgrim,” while Gandalf is a name derived from an Old Norse word associated with a magical being. Saruman was called Curunír, and Radagast was called Aiwendil. These names belong to different characters, so they should not be treated as alternate forms of Olórin.
Tolkien’s account of Olórin appears most explicitly in Unfinished Tales and related writings about the Istari. Gandalf’s identity as a Maia explains why his role is more than that of an ordinary human wizard, while his voluntary humility and concern for small people remain central to his character.