The Maia who later became known as Gandalf was first named Olórin in J.R.R. Tolkien’s mythology.
Olórin lived in Valinor and was associated with wisdom, pity, and the Vala Nienna. He was one of the Maiar, spiritual beings who served the Valar. When the Istari were sent to Middle-earth to oppose Sauron, Olórin took the form of an old wizard and became known chiefly as Gandalf.
The name Gandalf is used in the northern languages of Middle-earth. He is also called Mithrandir by the Elves, Tharkûn by the Dwarves, and Incánus in the south. These names belong to different cultures and stages of his history, but Olórin is his original Valinorean name.
Several other wizard names can cause confusion. Curunír is Saruman’s original name, Aiwendil is associated with Radagast, and Mairon is an earlier name of Sauron. They are distinct characters, even though all belong to the spiritual order of the Ainur.