Cirdan witnessed the arrival of the Order in Middle-earth around the year c. T.A. 1000 (though the Blue Wizards may have arrived much earlier). Their "mission" was to advise and persuade Men and Elves to resist Sauron. Each wizard was assigned a colour for his clothes.
The wizard in white was Saruman, regarded by all as leader of the order, with white being indicative of the chief.
The one in brown was Radagast and the one in grey was Gandalf, seemingly the oldest and the least of the Order.
It is not known if the colour had any special meaning concerning their rank, abilities or nature.
They were clothed in the bodies of old men, restricting their powers so that they would only assist the peoples of Middle-earth and not seek domination like Sauron had, who was also a Maia. They were charged by the Valar to assist the people of Middle-earth through persuasion and encouragement, not force or fear. By inhabiting the bodies of Men they also became susceptible to all of the weaknesses of a physical body: they felt hunger, pain, greed, sorrow, joy, and all other emotions and pains of Men.
They were immortal, and they aged only very slowly.
However, their bodies could be killed: Gandalf was mortally wounded in his duel with the Balrog of Moria, and only through the intervention of Ilúvatar himself was he restored to his body.
Very few of Middle-earth's inhabitants knew who the Wizards really were; the Istari did not share this information. Most believed they were Elves or wise Men (Gandalf represents this interpretation, meaning Wand-elf, because the Men who gave him the nickname believed he was an Elf). They attracted few questions due to their gentle nature and dislike of direct interference with other people's affairs. In spite of their specific and unambiguous goal, the Wizards were nevertheless capable of mortal feelings, thus Gandalf felt great affection for the Hobbits.
On the other hand, they could feel negative mortal emotions like greed, jealousy, and lust for power. Saruman himself fell victim to these emotions, and it is hinted in an essay in Unfinished Tales that the Blue Wizards (see below) may have also fallen prey to these temptations during their journeys in the East.
Art: Saruman by Rene Gross, Gandalf by Kimberly80 and Radagast by Ivan Cavini.
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