is he known by other names?
Yes, several including Mithrandir, Tharkûn, Olórin and Bladorthin.
Gandalf
 "Many are my names in many countries. Mithrandir among the Elves, Tharkûn to the Dwarves, Olórin I was in my youth in the West that is forgotten, in the South Incánus, in the North "Gandalf"; to the East I go not." In an early manuscript version of "The Hobbit", he is called Bladorthin.

when does gandalf return as the white wizard UNANSWERABLE who is he? He is a protagonist in J. R. R. Tolkien's novels "The Hobbit" and "The Lord of the Rings" - wizard, one of the "Istari" order, and the leader and mentor of the Fellowship of the Ring. where did his name come from? The author took the name from the Old Norse "Catalogue of Dwarves" ("Dvergatal") in the "Völuspá".
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Gandalf [SEP] In-universe names
Midway through "The Lord of the Rings", Gandalf becomes the head of the order of Wizards, and is renamed Gandalf the White. This change in status (and clothing) introduces another name for the wizard: the White Rider. However, characters who speak Elvish still refer to him as "Mithrandir". At times in "The Lord of the Rings", other characters address Gandalf by disparaging nicknames: Stormcrow, "Láthspell" ("Ill-news" in Old English), and "Grey Fool".