FAQ / Is Gandalf an Ainu

[1] The Valar and Maiar collectively are the Ainur. Gandalf (and Sauron) were Maiar.

[2] Gandalf was a Maia, a lesser order of the Ainur than the Valar. Gandalf was most certainly present at the Music, as was Sauron, Saruman, Radagast and the Balrog that took up residence in Moria.