The first name of the wizard who became Gandalf in J.R.R. Tolkien’s mythology was Olórin.
Olórin was a Maia, a spiritual being who lived in Valinor before being sent to Middle-earth as one of the Istari. In Valinor he was associated with wisdom, pity, and the Valar who valued those qualities, especially Manwë and Varda.
When the Istari arrived in Middle-earth, Olórin took the form known as Gandalf. He also had other names, including Mithrandir among the Elves and Men of Gondor, and Tharkûn in Khuzdul. These names reflect different languages and cultures rather than separate characters.
Olórin is therefore not Gandalf’s human birth name. Gandalf was never an ordinary human wizard in Tolkien’s cosmology; he was a Maia whose mission required him to guide and encourage the peoples opposing Sauron.