[Dean F. Wilson]

As Marky said above, Gandalf makes an appearance in the older tales in his original form as a Maiar (Olórin), but it isn't really mentioned that "this is Gandalf", and he isn't portrayed in any form similar to that which we've come to know and love as Gandalf in the Hobbit and Lord of the Rings. It is his state of existence before incarnating in Middle-earth, as it were, and so he is devoid of much of the humanity that Gandalf has.

LLLSHJ,
Yechidah.