Gandalf (as HLGStrider notes just above) is the name commonly used in the North for the
Maia, once known as
Olorin in the Uttermost West, who returned to
Middle-earth in the eleventh century of
the Third Age as a representative of the
Valar, one of the five
Istari sent to contest the power of
Sauron. This brief bit of info shouldn't spoil anything for you, I hope, and if you read as far as "The Window on the West" in
The Two Towers you'll soon hear
Faramir tell
Frodo some hint of it, along with a few of the wizard's names among
Elves,
Dwarves, and others; for that matter, if you've read no farther than the meeting at Henneth Annun, their conversation may well be what prompted your present question. Nevertheless, until you have indeed had the time to "read all the
books in the series", or at least
The Silmarillion after you've finished
The Lord of the Rings, I'm not sure that I'll have helped you very much in saying that
Mithrandir is a Maia and wisest servant of the Valar.