Many names of Gandalf

OLORIN

Meaning: DREAM or VISION or CONSTRUCTION OF THE MIND

History: Olorin was Gandalf's original name in the Undying Lands, before he was sent to Middle-earth; it could be a reference to his higher purpose in life

MITHRANDIR

Meaning: GREY PILGRIM or GREY WANDERER

History: he was called Mithrandir by the Elves, and the Men of Gondor; it's a reference to his constant travels, and his grey clothes

GANDALF

Meaning: STAFF ELF

History: most people in the Northern lands called him Gandalf, because they incorrectly believed that he was an old Elf with a staff

THARKUN

Meaning: STAFF MAN or GREY MAN

History: Tharkun was Gandalf's name among the Dwarves, because he carried a staff and wore grey robes

INCANUS

Meaning: in different languages, it can mean either NORTH SPY or MIND RULER or GREY MANTLE

History: people of Harad called him the North Spy, because they thought Gandalf was a spy from Gondor; Mind Ruler can refer to his wisdom; Grey Mantle is a reference to his grey robes

GREYHAME

Meaning: GREY CLOAK

History: the people of Rohan called him Greyhame, because he wore a grey cloak

WHITE RIDER

Meaning: literal meaning

History: the nickname was created by Aragorn, when Gandalf the White started riding a mighty horse Shadowfax; he was then being referred to as the White Rider by Aragorn, Pippin and the Rohirrim; the name itself presents a counter to the Black Riders (Nazgul)

STORMCROW

Meaning: BAD OMEN

History: the people of Rohan thought Gandalf was bad luck, because his arrivals in their land were often followed by troublesome events

LATHSPELL

Meaning: ILL NEWS (ill = bad, evil)

History: Grima Wormtongue tried to turn King Theoden against Gandalf, by saying his coming brings bad tidings to Rohan, therefore naming him Lathspell

ENEMY OF SAURON

Meaning: literal meaning

History: after Sauron's defeat, Gandalf named himself the Enemy of Sauron; it represents his purpose, because he was sent to Middle-earth by the Valar (gods) to contest the power of Sauron, and he succeeded