Cirdan perceived/knew of Gandalf's errand and coming when Gandalf arrived at the Havens; he told Galadriel and Elrond about this. Glorfindel came with the Istari, so he too was aware of their mission. These are the only people of Middle-earth to know the Istari mission (aside from Sauron, I'd imagine).
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...take counsel with thyself, and remember who and what thou art.
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