The first name of the wizard later known as Gandalf in Tolkien’s Middle-earth was Olórin.
Olórin was a Maia who lived in Valinor and was associated with the Vala Manwë and with the Vala Nienna. When the Istari were sent to Middle-earth in the Third Age, he took the form and identity of Gandalf. The name Olórin appears in Tolkien’s account of the order’s origins and reflects his existence before his mission among the peoples of Middle-earth.
Gandalf has several names in different languages and regions. The Elves call him Mithrandir, meaning Grey Pilgrim, while the Dwarves use Tharkûn. Curunír is the original name of Saruman, and Aiwendil is the name associated with Radagast.
The name Gandalf itself comes from the northern peoples of Middle-earth. In Tolkien’s conception, the wizard’s different names are not separate characters but cultural names for the same Maia serving in different contexts.