Short answers, pulled from the story.
In Old Norse, Gandálfr combines gandr, meaning "wand", "staff", or "magic", with álfr, meaning "elf", giving the sense of "staff-elf" or "elf of the wand." Tolkien took the name from the Dvergatal, the "Catalogue of Dwarves" in the Völuspá.
Gandalf is one of the Maiar, an order of angelic beings from Valinor, making him an immortal spirit who took human form to aid those opposing Sauron in Middle-earth. Tolkien described him as an "angel incarnate" in a 1954 letter, and his earlier name in Valinor was Olórin.
Tolkien wrote that Gandalf took the form of an old man as a sign of humility, and to limit his powers on Earth. The intent was that the lords of Middle-earth would be more receptive to the counsel of a humble old man than to an obviously powerful being.
Ian McKellen portrayed Gandalf in Peter Jackson's Lord of the Rings film series (2001-2003) and reprised the role in The Hobbit series (2012-2014). He was cast after Sean Connery and Patrick Stewart both turned down the role, and based his performance on recordings of Tolkien himself.
After dying in combat with the Balrog in Moria, Gandalf was sent back to Middle-earth as Gandalf the White, taking Saruman's place as head of the order of Wizards. Scholars have compared this return clothed in white to the transfiguration of Christ.
Gandalf has several names: Mithrandir in Sindarin (meaning "Grey Pilgrim"), Tharkûn in the Dwarvish language Khuzdul (said to mean "staff-man"), Incánus in the South, and Olórin in Valinor before he came to Middle-earth. Characters hostile to him also call him Stormcrow, Láthspell (Old English for "Ill-news"), and "Grey Fool.".